+49.2%
BP vs PRU
+55.2%
-5.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.3% |
| 7D | -6.9% | +3.2% | -10.0% | -7.4% |
| 30D | -3.6% | +7.9% | -11.5% | -5.1% |
| 3M | +8.4% | +1.8% | +6.6% | +7.9% |
| 6M | +5.3% | +24.1% | -18.8% | +0.1% |
| YTD | +33.2% | +12.4% | +20.8% | +29.6% |
| 1Y | +28.2% | +20.9% | +7.3% | +21.7% |
| 3Y | +49.2% | +55.5% | -6.2% | +29.5% |
| All | +49.2% | +55.2% | -5.9% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling