+39.1%
BKNG vs PRU
+42.2%
-3.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.0% |
| 7D | -13.1% | -1.9% | -11.2% | -12.2% |
| 30D | -18.5% | -2.6% | -15.9% | -17.4% |
| 3M | +5.8% | +14.7% | -8.9% | -1.7% |
| 6M | -2.1% | +25.7% | -27.8% | -13.6% |
| YTD | -18.6% | +8.3% | -26.9% | -22.3% |
| 1Y | -21.7% | +17.3% | -39.0% | -28.3% |
| All | +39.1% | +42.2% | -3.1% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling