+911.5%
BE vs PRU
+87.1%
+824.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.3% | +8.1% |
| 7D | +20.0% | +1.9% | +18.1% | +18.4% |
| 30D | +7.9% | +2.7% | +5.2% | +5.8% |
| 3M | -13.2% | +19.5% | -32.7% | -25.2% |
| 6M | +53.5% | +26.6% | +26.8% | +26.4% |
| YTD | +191.0% | +12.3% | +178.7% | +161.4% |
| 1Y | +360.5% | +18.0% | +342.5% | +295.4% |
| 3Y | +1,568.0% | +47.0% | +1,521.0% | +1,116.5% |
| 5Y | +1,055.2% | +48.4% | +1,006.8% | +743.5% |
| All | +911.5% | +87.1% | +824.4% | +406.0% |
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