+766.0%
BA vs PRU
+806.6%
-40.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +1.2% | +1.9% | -0.7% | +0.4% |
| 30D | -11.6% | +2.7% | -14.4% | -12.6% |
| 3M | -2.4% | +19.5% | -21.8% | -9.1% |
| 6M | -6.6% | +26.6% | -33.3% | -15.0% |
| YTD | -2.2% | +12.3% | -14.6% | -7.2% |
| 1Y | -8.0% | +18.0% | -26.1% | -14.6% |
| 3Y | -5.0% | +47.0% | -52.0% | -19.7% |
| 5Y | -2.7% | +48.4% | -51.1% | -17.8% |
| 10Y | +75.9% | +142.4% | -66.6% | +27.2% |
| All | +766.0% | +806.6% | -40.5% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling