-60.2%
BTDR vs PRU
+20.0%
-80.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -2.6% | +15.9% | +12.6% |
| 7D | -10.4% | +2.4% | -12.8% | -8.3% |
| 30D | -42.2% | +6.1% | -48.3% | -40.0% |
| 3M | -42.8% | -0.7% | -42.1% | -42.4% |
| 6M | -60.2% | +22.1% | -82.2% | -56.6% |
| All | -60.2% | +20.0% | -80.2% | -56.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling