+3.0%
BIL vs PRU
+19.8%
-16.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | 0.0% |
| 7D | -0.3% | +2.4% | -2.7% | -0.3% |
| 30D | 0.0% | +6.1% | -6.1% | 0.0% |
| 3M | +0.3% | -0.7% | +1.0% | +0.3% |
| 6M | +1.2% | +22.1% | -20.8% | +1.2% |
| YTD | +2.5% | +9.8% | -7.3% | +2.5% |
| 1Y | +3.0% | +19.4% | -16.3% | +3.0% |
| All | +3.0% | +19.8% | -16.7% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling