+173.2%
BKR vs PRU
+43.9%
+129.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.4% | -7.1% |
| 7D | -6.7% | -3.8% | -2.8% | -4.8% |
| 30D | -8.3% | -2.0% | -6.3% | -7.5% |
| 3M | -5.4% | +14.0% | -19.4% | -12.3% |
| 6M | +0.8% | +27.2% | -26.4% | -12.6% |
| YTD | +31.8% | +9.1% | +22.8% | +24.2% |
| 1Y | +28.6% | +18.1% | +10.5% | +15.1% |
| 3Y | +71.2% | +44.3% | +27.0% | +34.4% |
| All | +173.2% | +43.9% | +129.2% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling