+263.2%
BAC vs PRU
+115.4%
+147.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +1.4% |
| 7D | -1.2% | +2.4% | -3.6% | -3.1% |
| 30D | -7.7% | +6.1% | -13.8% | -12.1% |
| 3M | -21.2% | -0.7% | -20.4% | -21.0% |
| 6M | -6.8% | +22.1% | -28.9% | -20.9% |
| YTD | -8.7% | +9.8% | -18.5% | -16.6% |
| 1Y | -5.3% | +19.4% | -24.6% | -19.1% |
| 3Y | +87.4% | +50.4% | +37.1% | +31.0% |
| 5Y | +18.9% | +37.2% | -18.2% | -11.1% |
| All | +263.2% | +115.4% | +147.8% | +65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling