-20.3%
BROS vs PRU
+27.9%
-48.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.6% | -2.0% |
| 7D | +2.5% | +9.8% | -7.3% | -1.9% |
| 30D | +15.1% | +11.6% | +3.5% | +9.2% |
| 3M | -31.4% | +3.7% | -35.1% | -32.8% |
| 6M | -22.6% | +33.0% | -55.6% | -34.9% |
| YTD | -28.1% | +16.6% | -44.7% | -36.8% |
| 1Y | -20.3% | +26.9% | -47.2% | -40.3% |
| All | -20.3% | +27.9% | -48.1% | -40.3% |
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