+69.6%
BTI vs PRU
+139.4%
-69.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | -1.4% | +1.9% | -3.3% | -1.9% |
| 30D | -7.0% | -0.4% | -6.6% | -7.0% |
| 3M | -6.3% | +16.4% | -22.7% | -10.0% |
| 6M | -2.0% | +26.0% | -28.0% | -7.7% |
| YTD | +0.2% | +9.9% | -9.7% | -2.6% |
| 1Y | +3.8% | +18.8% | -15.0% | -1.2% |
| 3Y | +112.1% | +45.3% | +66.7% | +87.2% |
| 5Y | +113.6% | +45.6% | +68.0% | +85.8% |
| 10Y | +69.6% | +139.6% | -70.0% | +24.8% |
| All | +69.6% | +139.4% | -69.8% | +24.8% |
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