+120.2%
BKR vs PRU
+140.2%
-20.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.0% |
| 7D | -7.0% | -2.3% | -4.7% | -5.6% |
| 30D | -8.1% | -1.7% | -6.4% | -7.3% |
| 3M | -6.6% | +13.2% | -19.9% | -14.7% |
| 6M | +0.9% | +28.8% | -27.9% | -16.3% |
| YTD | +31.1% | +9.8% | +21.3% | +20.7% |
| 1Y | +27.7% | +17.4% | +10.4% | +11.7% |
| 3Y | +71.2% | +44.9% | +26.3% | +26.3% |
| 5Y | +177.6% | +46.6% | +131.0% | +96.9% |
| All | +120.2% | +140.2% | -20.1% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling