-39.9%
BTDR vs PRU
+52.9%
-92.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -2.6% | +15.9% | +14.8% |
| 7D | -10.4% | +2.4% | -12.8% | -11.8% |
| 30D | -42.2% | +6.1% | -48.3% | -44.4% |
| 3M | -42.8% | -0.7% | -42.1% | -43.0% |
| 6M | -60.2% | +22.1% | -82.2% | -65.4% |
| YTD | -46.3% | +9.8% | -56.1% | -50.1% |
| 1Y | -71.7% | +19.4% | -91.0% | -75.0% |
| 3Y | +54.6% | +50.4% | +4.3% | +38.4% |
| 5Y | -39.5% | +37.2% | -76.7% | -45.7% |
| All | -39.9% | +52.9% | -92.7% | -45.5% |
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