+4,731.6%
BLK vs PRU
+806.6%
+3,925.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.1% |
| 7D | -3.6% | +1.9% | -5.5% | -4.5% |
| 30D | -1.0% | +2.7% | -3.7% | -2.3% |
| 3M | +10.4% | +19.5% | -9.1% | +1.2% |
| 6M | +8.2% | +26.6% | -18.5% | -3.5% |
| YTD | +6.0% | +12.3% | -6.3% | -0.1% |
| 1Y | +3.3% | +18.0% | -14.7% | -5.0% |
| 3Y | +70.3% | +47.0% | +23.2% | +40.0% |
| 5Y | +34.5% | +48.4% | -13.9% | +9.9% |
| 10Y | +281.9% | +142.4% | +139.5% | +133.9% |
| All | +4,731.6% | +806.6% | +3,925.1% | +1,415.1% |
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 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