+135.7%
BP vs PRU
+102.7%
+33.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -0.8% | -2.8% | +2.1% | +0.7% |
| 30D | -3.1% | +8.5% | -11.7% | -7.7% |
| 3M | +6.2% | +1.7% | +4.4% | +4.3% |
| 6M | +4.8% | +24.8% | -20.0% | -8.0% |
| YTD | +35.2% | +13.3% | +21.9% | +23.5% |
| 1Y | +27.4% | +21.4% | +6.0% | +11.9% |
| 3Y | +49.8% | +54.8% | -5.0% | +10.3% |
| 5Y | +109.4% | +42.4% | +67.0% | +58.9% |
| 10Y | +135.7% | +98.4% | +37.3% | +31.2% |
| All | +135.7% | +102.7% | +33.0% | +31.2% |
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