+113.9%
BTI vs PRU
+115.4%
-1.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.9% |
| 7D | -2.9% | +3.2% | -6.1% | -3.8% |
| 30D | +8.3% | +7.9% | +0.3% | +6.1% |
| 3M | +2.9% | +1.8% | +1.1% | +2.3% |
| 6M | +6.2% | +24.1% | -17.9% | +0.3% |
| YTD | +10.9% | +12.4% | -1.5% | +7.1% |
| 1Y | +16.6% | +20.9% | -4.3% | +10.4% |
| 3Y | +142.2% | +55.5% | +86.8% | +109.6% |
| 5Y | +151.3% | +42.7% | +108.6% | +119.7% |
| 10Y | +113.9% | +106.1% | +7.7% | +76.4% |
| All | +113.9% | +115.4% | -1.5% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling