-4.7%
BAC vs PRU
+20.5%
-25.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -6.4% | +7.9% | -14.3% | -9.6% |
| 3M | -21.7% | +0.9% | -22.5% | -22.1% |
| 6M | +0.5% | +22.4% | -21.9% | -8.3% |
| YTD | -6.7% | +12.7% | -19.4% | -14.4% |
| 1Y | -4.7% | +19.6% | -24.2% | -15.5% |
| All | -4.7% | +20.5% | -25.1% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling