-37.5%
BROS vs PRU
+20.7%
-58.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -20.4% | -2.8% | -17.6% | -18.7% |
| 30D | -6.1% | +8.5% | -14.6% | -9.1% |
| 3M | -29.4% | +1.7% | -31.1% | -29.6% |
| 6M | -31.5% | +24.8% | -56.3% | -39.8% |
| YTD | -42.8% | +13.3% | -56.1% | -48.7% |
| 1Y | -37.5% | +21.4% | -58.9% | -50.4% |
| All | -37.5% | +20.7% | -58.2% | -50.4% |
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