-36.5%
BROS vs PRU
+20.8%
-57.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.3% | +5.2% |
| 7D | -17.9% | +3.2% | -21.1% | -18.4% |
| 30D | -5.4% | +7.9% | -13.3% | -8.0% |
| 3M | -32.1% | +1.8% | -33.9% | -32.3% |
| 6M | -31.7% | +24.1% | -55.8% | -39.8% |
| YTD | -41.2% | +12.4% | -53.5% | -47.0% |
| All | -36.5% | +20.8% | -57.3% | -49.4% |
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