+55.5%
BKR vs PRU
+99.2%
-43.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.6% |
| 7D | +3.8% | +3.6% | +0.2% | +1.3% |
| 30D | -10.3% | +8.9% | -19.1% | -16.1% |
| 3M | -21.7% | +0.2% | -21.9% | -22.7% |
| 6M | -23.8% | +23.7% | -47.5% | -35.2% |
| YTD | +10.3% | +13.7% | -3.5% | -1.9% |
| 1Y | +5.7% | +20.6% | -14.9% | -9.9% |
| 3Y | +52.6% | +56.3% | -3.7% | +5.7% |
| 5Y | +127.1% | +42.3% | +84.7% | +63.3% |
| All | +55.5% | +99.2% | -43.7% | -17.8% |
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 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