+245.7%
BP vs PRU
+809.8%
-564.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -0.9% |
| 7D | -11.2% | +4.8% | -16.0% | -12.8% |
| 30D | -0.7% | +7.9% | -8.5% | -3.4% |
| 3M | +9.8% | +3.1% | +6.7% | +8.2% |
| 6M | -1.6% | +25.2% | -26.8% | -9.3% |
| YTD | +33.5% | +12.7% | +20.7% | +26.5% |
| 1Y | +31.7% | +23.5% | +8.3% | +21.0% |
| 3Y | +45.1% | +50.6% | -5.4% | +23.0% |
| 5Y | +105.9% | +40.9% | +65.1% | +77.7% |
| 10Y | +134.4% | +125.5% | +9.0% | +70.1% |
| All | +245.7% | +809.8% | -564.1% | +22.1% |
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 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