-33.9%
BAX vs PRU
+115.4%
-149.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.6% |
| 7D | +9.0% | +3.2% | +5.9% | +7.9% |
| 30D | +8.5% | +7.9% | +0.5% | +5.8% |
| 3M | -4.1% | +1.8% | -5.9% | -4.8% |
| 6M | +46.9% | +24.1% | +22.8% | +37.1% |
| YTD | +38.4% | +12.4% | +26.0% | +33.0% |
| 1Y | +47.0% | +20.9% | +26.1% | +38.1% |
| 3Y | -14.9% | +55.5% | -70.4% | -26.5% |
| 5Y | -62.5% | +42.7% | -105.2% | -67.2% |
| 10Y | -33.9% | +106.1% | -140.1% | -52.6% |
| All | -33.9% | +115.4% | -149.3% | -52.6% |
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