+238.8%
BP vs PRU
+806.6%
-567.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +3.9% | +1.9% | +2.1% | +3.2% |
| 30D | +7.6% | +2.7% | +4.9% | +6.6% |
| 3M | +0.7% | +19.5% | -18.8% | -5.3% |
| 6M | +15.5% | +26.6% | -11.2% | +6.0% |
| YTD | +30.8% | +12.3% | +18.5% | +24.6% |
| 1Y | +34.3% | +18.0% | +16.3% | +25.5% |
| 3Y | +35.1% | +47.0% | -12.0% | +15.6% |
| 5Y | +126.8% | +48.4% | +78.4% | +93.0% |
| 10Y | +123.4% | +142.4% | -19.1% | +59.4% |
| All | +238.8% | +806.6% | -567.8% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling