+318.3%
BLK vs PRU
+99.2%
+219.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | +3.7% | +3.6% | +0.1% | +1.6% |
| 30D | +13.9% | +8.9% | +5.0% | +8.4% |
| 3M | +3.9% | +0.2% | +3.7% | +3.7% |
| 6M | +13.0% | +23.7% | -10.8% | -0.2% |
| YTD | +16.1% | +13.7% | +2.4% | +7.2% |
| 1Y | +16.8% | +20.6% | -3.9% | +4.2% |
| 3Y | +97.7% | +56.3% | +41.3% | +49.8% |
| 5Y | +42.1% | +42.3% | -0.2% | +12.9% |
| All | +318.3% | +99.2% | +219.1% | +152.3% |
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