+13,649.3%
BKNG vs PRU
+786.9%
+12,862.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.6% | -5.9% |
| 7D | -7.9% | +1.9% | -9.8% | -8.5% |
| 30D | -15.9% | -0.4% | -15.5% | -15.8% |
| 3M | +11.1% | +16.4% | -5.3% | +4.8% |
| 6M | -0.7% | +26.0% | -26.7% | -9.2% |
| YTD | -15.4% | +9.9% | -25.3% | -18.6% |
| 1Y | -18.5% | +18.8% | -37.3% | -23.9% |
| 3Y | +46.5% | +45.4% | +1.1% | +25.9% |
| 5Y | +98.8% | +45.6% | +53.2% | +70.6% |
| 10Y | +218.4% | +139.6% | +78.8% | +119.8% |
| All | +13,649.3% | +786.9% | +12,862.3% | +2,953.1% |
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