+114.4%
BTI vs PRU
+50.2%
+64.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -1.4% | +1.9% | -3.3% | -1.7% |
| 30D | -6.6% | +2.7% | -9.3% | -7.0% |
| 3M | -3.0% | +19.5% | -22.5% | -5.3% |
| 6M | -6.7% | +26.6% | -33.3% | -9.5% |
| YTD | +0.6% | +12.3% | -11.8% | -1.4% |
| 1Y | +5.6% | +18.0% | -12.5% | +3.0% |
| All | +114.4% | +50.2% | +64.1% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling