+48.3%
BAX vs PRU
+806.6%
-758.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | -1.1% | +1.9% | -3.0% | -1.5% |
| 30D | -5.5% | +2.7% | -8.2% | -6.0% |
| 3M | +33.5% | +19.5% | +14.1% | +28.8% |
| 6M | +35.9% | +26.6% | +9.2% | +29.6% |
| YTD | +35.4% | +12.3% | +23.0% | +32.1% |
| 1Y | +9.8% | +18.0% | -8.3% | +6.0% |
| 3Y | -32.7% | +47.0% | -79.7% | -38.1% |
| 5Y | -65.6% | +48.4% | -114.0% | -68.6% |
| 10Y | -34.9% | +142.4% | -177.4% | -48.1% |
| All | +48.3% | +806.6% | -758.2% | -24.6% |
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