+47.3%
BAX vs PRU
+809.8%
-762.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.5% |
| 7D | +9.1% | +4.8% | +4.4% | +8.1% |
| 30D | +5.3% | +7.9% | -2.6% | +3.7% |
| 3M | -6.1% | +3.1% | -9.2% | -6.7% |
| 6M | +53.3% | +25.2% | +28.0% | +46.5% |
| YTD | +34.4% | +12.7% | +21.7% | +31.1% |
| 1Y | +43.2% | +23.5% | +19.7% | +37.1% |
| 3Y | -20.1% | +50.6% | -70.7% | -26.8% |
| 5Y | -63.7% | +40.9% | -104.6% | -66.6% |
| 10Y | -36.3% | +125.5% | -161.8% | -48.6% |
| All | +47.3% | +809.8% | -762.5% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling