-33.1%
BAX vs PRU
+99.2%
-132.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | 0.0% |
| 7D | +0.1% | +3.6% | -3.5% | -1.1% |
| 30D | +4.1% | +8.9% | -4.8% | +1.2% |
| 3M | -4.5% | +0.2% | -4.7% | -4.7% |
| 6M | +49.2% | +23.7% | +25.5% | +39.4% |
| YTD | +35.2% | +13.7% | +21.5% | +29.5% |
| 1Y | +38.3% | +20.6% | +17.7% | +30.0% |
| 3Y | -19.0% | +56.3% | -75.4% | -30.2% |
| 5Y | -64.2% | +42.3% | -106.5% | -68.7% |
| All | -33.1% | +99.2% | -132.4% | -49.0% |
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