-33.9%
BTDR vs PRU
+56.5%
-90.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +8.6% |
| 7D | +7.1% | +3.2% | +4.0% | +5.2% |
| 30D | -31.4% | +7.9% | -39.3% | -34.5% |
| 3M | -39.2% | +1.8% | -41.0% | -40.2% |
| 6M | -50.9% | +24.1% | -75.1% | -57.7% |
| YTD | -41.0% | +12.4% | -53.4% | -45.8% |
| 1Y | -69.9% | +20.9% | -90.9% | -73.7% |
| 3Y | +87.3% | +55.5% | +31.8% | +65.6% |
| 5Y | -33.6% | +42.7% | -76.3% | -41.1% |
| All | -33.9% | +56.5% | -90.4% | -40.9% |
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