+30.3%
BIL vs PRU
+146.4%
-116.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | -0.3% | +4.8% | -5.0% | -0.3% |
| 30D | 0.0% | +7.9% | -7.9% | 0.0% |
| 3M | +0.3% | +3.1% | -2.8% | +0.3% |
| 6M | +1.2% | +25.2% | -24.0% | +1.2% |
| YTD | +2.4% | +12.7% | -10.3% | +2.4% |
| 1Y | +3.0% | +23.5% | -20.5% | +3.1% |
| 3Y | +13.1% | +50.6% | -37.5% | +13.2% |
| 5Y | +19.4% | +40.9% | -21.5% | +19.5% |
| 10Y | +25.2% | +125.5% | -100.3% | +25.4% |
| All | +30.3% | +146.4% | -116.1% | +30.7% |
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