+603.8%
BA vs PRU
+809.8%
-206.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.3% |
| 7D | -0.1% | +4.8% | -4.9% | -1.9% |
| 30D | -9.1% | +7.9% | -17.0% | -11.9% |
| 3M | -28.2% | +3.1% | -31.3% | -29.1% |
| 6M | -23.1% | +25.2% | -48.3% | -29.8% |
| YTD | -20.6% | +12.7% | -33.3% | -24.8% |
| 1Y | -12.7% | +23.5% | -36.2% | -20.3% |
| 3Y | -11.6% | +50.6% | -62.1% | -25.9% |
| 5Y | -23.1% | +40.9% | -64.0% | -33.8% |
| 10Y | +34.4% | +125.5% | -91.1% | -0.9% |
| All | +603.8% | +809.8% | -206.0% | +131.7% |
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