+270.6%
BAC vs PRU
+806.6%
-535.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.1% |
| 7D | +0.6% | +1.9% | -1.3% | -0.9% |
| 30D | -0.9% | +2.7% | -3.6% | -3.0% |
| 3M | +16.3% | +19.5% | -3.2% | +1.6% |
| 6M | +26.0% | +26.6% | -0.7% | +5.0% |
| YTD | +15.2% | +12.3% | +2.9% | +4.4% |
| 1Y | +26.5% | +18.0% | +8.5% | +10.1% |
| 3Y | +132.4% | +47.0% | +85.4% | +70.2% |
| 5Y | +72.6% | +48.4% | +24.1% | +25.2% |
| 10Y | +389.7% | +142.4% | +247.3% | +137.0% |
| All | +270.6% | +806.6% | -535.9% | -26.8% |
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