-1.3%
BND vs PRU
+36.1%
-37.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.1% |
| 7D | 0.0% | +2.4% | -2.4% | 0.0% |
| 30D | +2.3% | +6.1% | -3.9% | +2.2% |
| 3M | -0.2% | -0.7% | +0.5% | -0.2% |
| 6M | -1.0% | +22.1% | -23.0% | -1.0% |
| YTD | -0.4% | +9.8% | -10.2% | -0.4% |
| 1Y | -0.1% | +19.4% | -19.5% | -0.2% |
| 3Y | +15.1% | +50.4% | -35.3% | +15.0% |
| All | -1.3% | +36.1% | -37.4% | -1.3% |
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 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