+1.2%
BBY vs PRU
+45.5%
-44.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | +0.2% |
| 7D | +8.1% | +1.9% | +6.2% | +6.9% |
| 30D | +8.9% | -0.4% | +9.4% | +9.2% |
| 3M | +22.0% | +16.4% | +5.6% | +11.5% |
| 6M | +37.8% | +26.0% | +11.8% | +19.4% |
| YTD | +37.3% | +9.9% | +27.4% | +28.7% |
| 1Y | +21.6% | +18.8% | +2.8% | +8.4% |
| 3Y | +41.5% | +45.3% | -3.9% | +11.0% |
| 5Y | +1.2% | +45.6% | -44.3% | -22.9% |
| All | +1.2% | +45.5% | -44.2% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling