-14.9%
BAX vs PRU
+55.2%
-70.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.2% |
| 7D | +9.0% | +3.2% | +5.9% | +7.3% |
| 30D | +8.5% | +7.9% | +0.5% | +4.4% |
| 3M | -4.1% | +1.8% | -5.9% | -5.2% |
| 6M | +46.9% | +24.1% | +22.8% | +32.6% |
| YTD | +38.4% | +12.4% | +26.0% | +30.1% |
| 1Y | +47.0% | +20.9% | +26.1% | +33.7% |
| 3Y | -14.9% | +55.5% | -70.4% | -29.7% |
| All | -14.9% | +55.2% | -70.1% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling