+27.0%
BROS vs PRU
+49.5%
-22.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.3% |
| 7D | -6.7% | +1.9% | -8.5% | -7.8% |
| 30D | -29.1% | +2.7% | -31.8% | -30.5% |
| 3M | -16.7% | +19.5% | -36.2% | -26.1% |
| 6M | -11.6% | +26.6% | -38.3% | -24.6% |
| YTD | -23.9% | +12.3% | -36.3% | -30.2% |
| 1Y | -34.8% | +18.0% | -52.8% | -42.1% |
| 3Y | +62.1% | +47.0% | +15.1% | +19.4% |
| All | +27.0% | +49.5% | -22.5% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling