+25.6%
BIL vs PRU
+115.4%
-89.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | 0.0% |
| 7D | +0.1% | +3.2% | -3.1% | +0.1% |
| 30D | 0.0% | +7.9% | -8.0% | 0.0% |
| 3M | +0.6% | +1.8% | -1.2% | +0.6% |
| 6M | +1.5% | +24.1% | -22.6% | +1.5% |
| YTD | +2.8% | +12.4% | -9.6% | +2.8% |
| 1Y | +3.3% | +20.9% | -17.6% | +3.3% |
| 3Y | +13.4% | +55.5% | -42.1% | +13.4% |
| 5Y | +19.8% | +42.7% | -22.8% | +19.8% |
| 10Y | +25.6% | +106.1% | -80.5% | +25.6% |
| All | +25.6% | +115.4% | -89.8% | +25.6% |
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