-36.8%
BAX vs PRU
+115.4%
-152.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +1.4% |
| 7D | +12.1% | +2.4% | +9.7% | +11.3% |
| 30D | +7.6% | +6.1% | +1.5% | +5.5% |
| 3M | -4.5% | -0.7% | -3.8% | -4.4% |
| 6M | +52.0% | +22.1% | +30.0% | +42.7% |
| YTD | +35.1% | +9.8% | +25.4% | +30.9% |
| 1Y | +43.7% | +19.4% | +24.4% | +35.7% |
| 3Y | -20.9% | +50.4% | -71.3% | -30.9% |
| 5Y | -63.5% | +37.2% | -100.7% | -67.7% |
| All | -36.8% | +115.4% | -152.2% | -51.1% |
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