+29.5%
BROS vs PRU
+56.1%
-26.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.7% |
| 3M | -29.4% | +1.7% | -31.1% | -29.8% |
| 6M | -31.5% | +24.8% | -56.3% | -39.7% |
| YTD | -42.8% | +13.3% | -56.1% | -47.2% |
| 1Y | -37.5% | +21.4% | -58.9% | -44.5% |
| All | +29.5% | +56.1% | -26.6% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling