-13.6%
BKNG vs PRU
+27.9%
-41.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.6% | +3.2% | +5.4% |
| 7D | +15.6% | +9.8% | +5.8% | +9.0% |
| 30D | +8.0% | +11.6% | -3.6% | +0.9% |
| 3M | -11.8% | +3.7% | -15.5% | -14.2% |
| 6M | +3.8% | +33.0% | -29.2% | -13.5% |
| YTD | -19.6% | +16.6% | -36.2% | -27.0% |
| 1Y | -13.6% | +26.9% | -40.5% | -27.8% |
| All | -13.6% | +27.9% | -41.5% | -27.8% |
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