+27.0%
BROS vs PRU
+46.4%
-19.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -0.8% |
| 7D | -21.2% | +2.4% | -23.6% | -21.8% |
| 30D | -11.6% | +6.1% | -17.7% | -13.9% |
| 3M | -36.7% | -0.7% | -36.0% | -36.2% |
| 6M | -42.8% | +22.1% | -64.9% | -49.1% |
| YTD | -44.8% | +9.8% | -54.6% | -48.1% |
| 1Y | -36.5% | +19.4% | -55.9% | -43.1% |
| 3Y | +27.0% | +50.4% | -23.4% | +1.4% |
| All | +27.0% | +46.4% | -19.5% | +1.4% |
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 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