-0.9%
BA vs PRU
+48.6%
-49.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.4% |
| 7D | +1.2% | +1.9% | -0.7% | 0.0% |
| 30D | -11.6% | +2.7% | -14.4% | -13.1% |
| 3M | -2.4% | +19.5% | -21.8% | -12.3% |
| 6M | -6.6% | +26.6% | -33.3% | -19.2% |
| YTD | -2.2% | +12.3% | -14.6% | -9.7% |
| 1Y | -8.0% | +18.0% | -26.1% | -18.1% |
| 3Y | -5.0% | +47.0% | -52.0% | -30.2% |
| All | -0.9% | +48.6% | -49.5% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling