+274.7%
BBY vs PRU
+99.2%
+175.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | +4.5% | +3.6% | +0.8% | +2.5% |
| 30D | +16.8% | +8.9% | +7.9% | +11.7% |
| 3M | +23.2% | +0.2% | +23.0% | +23.3% |
| 6M | +91.9% | +23.7% | +68.2% | +70.8% |
| YTD | +61.6% | +13.7% | +47.9% | +49.5% |
| 1Y | +43.9% | +20.6% | +23.3% | +28.8% |
| 3Y | +88.6% | +56.3% | +32.3% | +46.4% |
| 5Y | -3.1% | +42.3% | -45.4% | -22.1% |
| All | +274.7% | +99.2% | +175.5% | +111.6% |
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 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