+314.4%
BKR vs PRU
+806.6%
-492.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.2% |
| 7D | +1.7% | +1.9% | -0.1% | +0.8% |
| 30D | +3.3% | +2.7% | +0.6% | +2.0% |
| 3M | -3.6% | +19.5% | -23.1% | -11.3% |
| 6M | +5.0% | +26.6% | -21.6% | -6.2% |
| YTD | +40.9% | +12.3% | +28.6% | +32.3% |
| 1Y | +39.2% | +18.0% | +21.2% | +27.5% |
| 3Y | +83.7% | +47.0% | +36.7% | +51.8% |
| 5Y | +207.5% | +48.4% | +159.1% | +150.8% |
| 10Y | +136.3% | +142.4% | -6.1% | +56.1% |
| All | +314.4% | +806.6% | -492.1% | +13.8% |
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 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