-35.6%
BAX vs PRU
+107.2%
-142.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +3.6% | +3.8% | -0.1% | +2.4% |
| 30D | +8.5% | +9.0% | -0.5% | +5.5% |
| 3M | -4.9% | +2.1% | -7.0% | -5.6% |
| 6M | +47.0% | +25.4% | +21.6% | +36.7% |
| YTD | +38.4% | +13.5% | +24.9% | +32.6% |
| 1Y | +49.1% | +21.3% | +27.8% | +40.0% |
| 3Y | -14.9% | +55.1% | -70.0% | -26.4% |
| 5Y | -63.1% | +43.6% | -106.7% | -67.8% |
| 10Y | -35.6% | +99.2% | -134.8% | -50.8% |
| All | -35.6% | +107.2% | -142.8% | -50.8% |
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 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