+31.2%
BLK vs PRU
+43.7%
-12.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.2% |
| 7D | -2.7% | -1.9% | -0.8% | -1.5% |
| 30D | -4.8% | -2.6% | -2.2% | -3.2% |
| 3M | +6.5% | +14.7% | -8.2% | -2.8% |
| 6M | +13.2% | +25.7% | -12.5% | -3.0% |
| YTD | +1.8% | +8.3% | -6.5% | -4.0% |
| 1Y | -1.0% | +17.3% | -18.3% | -11.6% |
| 3Y | +66.0% | +43.2% | +22.8% | +25.4% |
| 5Y | +31.2% | +43.5% | -12.3% | -2.1% |
| All | +31.2% | +43.7% | -12.5% | -2.1% |
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