+251.7%
BAC vs PRU
+115.4%
+136.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +0.5% |
| 7D | +2.0% | +3.2% | -1.2% | -0.6% |
| 30D | -6.9% | +7.9% | -14.9% | -12.5% |
| 3M | -19.6% | +1.8% | -21.4% | -21.0% |
| 6M | -0.5% | +24.1% | -24.6% | -16.6% |
| YTD | -6.6% | +12.4% | -19.0% | -16.2% |
| 1Y | -3.0% | +20.9% | -23.9% | -17.9% |
| 3Y | +97.3% | +55.5% | +41.8% | +34.4% |
| 5Y | +21.9% | +42.7% | -20.8% | -11.6% |
| 10Y | +251.7% | +106.1% | +145.5% | +65.0% |
| All | +251.7% | +115.4% | +136.3% | +65.0% |
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