-56.0%
BTDR vs PRU
+20.5%
-76.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.5% | -12.3% | -12.6% |
| 7D | +15.4% | 0.0% | +15.5% | +15.3% |
| 30D | -33.4% | +7.9% | -41.4% | -35.4% |
| 3M | -32.0% | +0.9% | -32.9% | -32.0% |
| 6M | -52.2% | +22.4% | -74.6% | -58.8% |
| YTD | -45.3% | +12.7% | -58.0% | -53.3% |
| 1Y | -56.0% | +19.6% | -75.6% | -62.1% |
| All | -56.0% | +20.5% | -76.5% | -62.1% |
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