+27.4%
BP vs PRU
+20.7%
+6.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -0.8% | -2.8% | +2.1% | -1.3% |
| 30D | -3.1% | +8.5% | -11.7% | -1.7% |
| 3M | +6.2% | +1.7% | +4.4% | +6.8% |
| 6M | +4.8% | +24.8% | -20.0% | +8.2% |
| YTD | +35.2% | +13.3% | +21.9% | +38.8% |
| 1Y | +27.4% | +21.4% | +6.0% | +30.8% |
| All | +27.4% | +20.7% | +6.7% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling