+510.5%
BTSG vs PRU
+28.5%
+481.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +3.2% |
| 7D | +0.4% | +2.4% | -2.0% | -0.9% |
| 30D | +5.3% | +6.1% | -0.9% | +1.9% |
| 3M | +10.8% | -0.7% | +11.5% | +10.8% |
| 6M | +27.3% | +22.1% | +5.3% | +13.8% |
| YTD | +79.3% | +9.8% | +69.5% | +69.5% |
| 1Y | +106.0% | +19.4% | +86.6% | +85.7% |
| All | +510.5% | +28.5% | +481.9% | +453.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling