+127.7%
BP vs PRU
+115.4%
+12.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -1.1% |
| 7D | -6.9% | +3.2% | -10.0% | -8.7% |
| 30D | -3.6% | +7.9% | -11.5% | -7.9% |
| 3M | +8.4% | +1.8% | +6.6% | +6.5% |
| 6M | +5.3% | +24.1% | -18.8% | -7.3% |
| YTD | +33.2% | +12.4% | +20.8% | +22.3% |
| 1Y | +28.2% | +20.9% | +7.3% | +12.8% |
| 3Y | +49.2% | +55.5% | -6.2% | +9.6% |
| 5Y | +102.9% | +42.7% | +60.2% | +53.8% |
| 10Y | +127.7% | +106.1% | +21.5% | +26.4% |
| All | +127.7% | +115.4% | +12.3% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling