-1.8%
BROS vs PRU
+49.5%
-51.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.3% | +5.1% |
| 7D | -17.9% | +3.2% | -21.1% | -19.1% |
| 30D | -5.4% | +7.9% | -13.3% | -9.4% |
| 3M | -32.1% | +1.8% | -33.9% | -32.7% |
| 6M | -31.7% | +24.1% | -55.8% | -40.7% |
| YTD | -41.2% | +12.4% | -53.5% | -45.9% |
| 1Y | -32.6% | +20.9% | -53.5% | -40.8% |
| 3Y | +32.7% | +55.5% | -22.8% | -5.5% |
| 5Y | -44.2% | +42.7% | -86.9% | -56.4% |
| All | -1.8% | +49.5% | -51.4% | -10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling