+117.9%
BTSG vs PRU
+27.9%
+90.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.6% | -6.6% | -2.0% |
| 7D | +17.4% | +9.8% | +7.6% | +14.0% |
| 30D | +12.6% | +11.6% | +1.0% | +8.6% |
| 3M | +11.2% | +3.7% | +7.5% | +10.2% |
| 6M | +30.4% | +33.0% | -2.6% | +15.8% |
| YTD | +86.4% | +16.6% | +69.8% | +78.3% |
| 1Y | +117.9% | +26.9% | +91.0% | +91.9% |
| All | +117.9% | +27.9% | +90.0% | +91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling