+275.1%
BLK vs PRU
+140.2%
+134.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -3.3% | -2.3% | -1.0% | -2.0% |
| 30D | -6.5% | -1.7% | -4.8% | -5.6% |
| 3M | +6.7% | +13.2% | -6.5% | -0.8% |
| 6M | +14.7% | +28.8% | -14.0% | -1.1% |
| YTD | +2.5% | +9.8% | -7.3% | -3.4% |
| 1Y | -2.8% | +17.4% | -20.1% | -11.9% |
| 3Y | +65.9% | +44.9% | +20.9% | +31.3% |
| 5Y | +33.0% | +46.6% | -13.7% | +4.0% |
| All | +275.1% | +140.2% | +134.9% | +110.2% |
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