+64.7%
BLK vs PRU
+42.2%
+22.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.2% |
| 7D | -2.7% | -1.9% | -0.8% | -1.6% |
| 30D | -4.8% | -2.6% | -2.2% | -3.3% |
| 3M | +6.5% | +14.7% | -8.2% | -2.0% |
| 6M | +13.2% | +25.7% | -12.5% | -1.6% |
| YTD | +1.8% | +8.3% | -6.5% | -3.5% |
| 1Y | -1.0% | +17.3% | -18.3% | -10.7% |
| All | +64.7% | +42.2% | +22.4% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling