+112.8%
BP vs PRU
+42.1%
+70.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +3.8% | +3.6% | +0.2% | +2.4% |
| 30D | -5.3% | +8.9% | -14.2% | -8.6% |
| 3M | +9.3% | +0.2% | +9.1% | +8.7% |
| 6M | +7.2% | +23.7% | -16.5% | -2.5% |
| YTD | +38.0% | +13.7% | +24.3% | +29.3% |
| 1Y | +33.2% | +20.6% | +12.6% | +21.2% |
| 3Y | +50.3% | +56.3% | -6.0% | +13.6% |
| All | +112.8% | +42.1% | +70.7% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling