+547.4%
BTSG vs PRU
+33.2%
+514.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.8% |
| 7D | +6.0% | +3.6% | +2.4% | +4.3% |
| 30D | +12.4% | +8.9% | +3.5% | +7.6% |
| 3M | +18.2% | +0.2% | +18.0% | +17.9% |
| 6M | +26.0% | +23.7% | +2.3% | +12.1% |
| YTD | +90.1% | +13.7% | +76.4% | +76.7% |
| 1Y | +124.3% | +20.6% | +103.7% | +101.6% |
| All | +547.4% | +33.2% | +514.2% | +476.7% |
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