-45.7%
BROS vs PRU
+41.9%
-87.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.4% |
| 7D | -2.5% | 0.0% | -2.4% | -2.4% |
| 30D | -11.2% | +7.9% | -19.2% | -15.4% |
| 3M | -33.9% | +0.9% | -34.8% | -34.2% |
| 6M | -33.5% | +22.4% | -55.8% | -42.5% |
| YTD | -44.9% | +12.7% | -57.6% | -49.9% |
| 1Y | -41.5% | +19.6% | -61.1% | -49.0% |
| 3Y | +22.4% | +54.0% | -31.5% | -16.6% |
| 5Y | -45.7% | +41.0% | -86.7% | -58.4% |
| All | -45.7% | +41.9% | -87.6% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling