+194.2%
BAC vs PRU
+809.8%
-615.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -1.2% |
| 7D | -2.7% | +4.8% | -7.5% | -6.1% |
| 30D | -8.0% | +7.9% | -15.9% | -13.2% |
| 3M | -20.9% | +3.1% | -24.0% | -23.0% |
| 6M | -5.4% | +25.2% | -30.6% | -20.4% |
| YTD | -8.1% | +12.7% | -20.8% | -17.2% |
| 1Y | -3.1% | +23.5% | -26.6% | -18.5% |
| 3Y | +88.1% | +50.6% | +37.5% | +34.9% |
| 5Y | +19.7% | +40.9% | -21.1% | -10.0% |
| 10Y | +275.9% | +125.5% | +150.4% | +91.5% |
| All | +194.2% | +809.8% | -615.6% | -42.2% |
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