+5,191.8%
BLK vs PRU
+817.9%
+4,373.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +3.7% | +3.6% | +0.1% | +2.0% |
| 30D | +13.9% | +8.9% | +5.0% | +9.4% |
| 3M | +3.9% | +0.2% | +3.7% | +3.8% |
| 6M | +13.0% | +23.7% | -10.8% | +2.0% |
| YTD | +16.1% | +13.7% | +2.4% | +8.8% |
| 1Y | +16.8% | +20.6% | -3.9% | +6.4% |
| 3Y | +97.7% | +56.3% | +41.3% | +58.0% |
| 5Y | +42.1% | +42.3% | -0.2% | +18.6% |
| 10Y | +321.3% | +99.3% | +222.0% | +181.9% |
| All | +5,191.8% | +817.9% | +4,373.9% | +1,549.7% |
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