+3.1%
BTDR vs PRU
+19.0%
-15.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.4% |
| 7D | +20.0% | +1.9% | +18.1% | +19.0% |
| 30D | +11.9% | +2.7% | +9.2% | +10.1% |
| 3M | -36.9% | +19.5% | -56.4% | -44.1% |
| 6M | +56.5% | +26.6% | +29.9% | +31.6% |
| YTD | +10.4% | +12.3% | -1.9% | -3.5% |
| 1Y | +3.1% | +18.0% | -15.0% | -16.1% |
| All | +3.1% | +19.0% | -15.9% | -16.1% |
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 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