+396.6%
BAC vs PRU
+142.7%
+253.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.7% |
| 7D | +1.1% | +1.9% | -0.8% | -0.4% |
| 30D | -0.4% | +2.7% | -3.1% | -2.6% |
| 3M | +16.9% | +19.5% | -2.6% | +1.3% |
| 6M | +26.6% | +26.6% | 0.0% | +4.4% |
| YTD | +15.8% | +12.3% | +3.5% | +4.3% |
| 1Y | +27.2% | +18.0% | +9.1% | +9.7% |
| 3Y | +132.4% | +47.0% | +85.4% | +66.0% |
| 5Y | +72.6% | +48.4% | +24.1% | +21.7% |
| All | +396.6% | +142.7% | +253.9% | +114.5% |
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