+518.1%
BE vs PRU
+43.3%
+474.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.2% | +13.2% | +13.1% |
| 7D | +4.5% | -2.8% | +7.4% | +7.4% |
| 30D | -20.1% | +8.5% | -28.6% | -25.7% |
| 3M | -0.8% | +1.7% | -2.6% | -2.9% |
| 6M | -26.2% | +24.8% | -51.0% | -40.5% |
| YTD | +141.1% | +13.3% | +127.8% | +109.8% |
| 1Y | +64.8% | +21.4% | +43.5% | +34.0% |
| 3Y | +1,887.4% | +54.8% | +1,832.6% | +1,123.7% |
| 5Y | +518.1% | +42.4% | +475.7% | +302.6% |
| All | +518.1% | +43.3% | +474.8% | +302.6% |
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 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