+468.7%
BTSG vs PRU
+28.7%
+440.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +4.1% |
| 7D | +5.7% | +1.9% | +3.8% | +4.6% |
| 30D | +0.2% | -0.4% | +0.6% | +0.4% |
| 3M | +5.6% | +16.4% | -10.8% | -2.6% |
| 6M | +50.8% | +26.0% | +24.7% | +32.5% |
| YTD | +67.0% | +9.9% | +57.1% | +58.3% |
| 1Y | +145.5% | +18.8% | +126.8% | +122.2% |
| All | +468.7% | +28.7% | +440.0% | +416.5% |
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