+140.1%
BP vs PRU
+97.4%
+42.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -5.6% | +7.9% | -13.5% | -9.8% |
| 3M | +8.0% | +0.9% | +7.2% | +6.6% |
| 6M | +5.7% | +22.4% | -16.7% | -6.3% |
| YTD | +36.8% | +12.7% | +24.1% | +25.4% |
| 1Y | +30.7% | +19.6% | +11.1% | +15.7% |
| 3Y | +51.6% | +54.0% | -2.4% | +11.9% |
| 5Y | +112.2% | +41.0% | +71.2% | +61.9% |
| All | +140.1% | +97.4% | +42.7% | +34.2% |
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