+76.4%
BND vs PRU
+170.6%
-94.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.1% | +1.9% | -2.0% | -0.1% |
| 30D | -0.4% | +2.7% | -3.1% | -0.3% |
| 3M | -0.6% | +19.5% | -20.1% | -0.5% |
| 6M | -1.4% | +26.6% | -28.1% | -1.3% |
| YTD | -0.2% | +12.3% | -12.6% | -0.1% |
| 1Y | +1.3% | +18.0% | -16.8% | +1.4% |
| 3Y | +13.2% | +47.0% | -33.9% | +13.5% |
| 5Y | -1.6% | +48.4% | -50.0% | -1.2% |
| 10Y | +15.5% | +142.4% | -127.0% | +16.4% |
| All | +76.4% | +170.6% | -94.2% | +74.7% |
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