+2,485.1%
BTI vs PRU
+806.6%
+1,678.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -1.4% | +1.9% | -3.3% | -1.8% |
| 30D | -6.6% | +2.7% | -9.3% | -7.1% |
| 3M | -3.0% | +19.5% | -22.5% | -6.4% |
| 6M | -6.7% | +26.6% | -33.3% | -11.1% |
| YTD | +0.6% | +12.3% | -11.8% | -2.1% |
| 1Y | +5.6% | +18.0% | -12.5% | +1.7% |
| 3Y | +110.3% | +47.0% | +63.3% | +91.3% |
| 5Y | +114.3% | +48.4% | +65.8% | +92.8% |
| 10Y | +67.7% | +142.4% | -74.8% | +30.4% |
| All | +2,485.1% | +806.6% | +1,678.5% | +1,413.9% |
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