+452.1%
BTSG vs PRU
+31.5%
+420.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.6% |
| 7D | +2.7% | +1.9% | +0.8% | +1.7% |
| 30D | -3.6% | +2.7% | -6.4% | -5.0% |
| 3M | +5.8% | +19.5% | -13.7% | -3.7% |
| 6M | +44.7% | +26.6% | +18.1% | +27.0% |
| YTD | +62.2% | +12.3% | +49.8% | +52.0% |
| 1Y | +152.1% | +18.0% | +134.0% | +129.3% |
| All | +452.1% | +31.5% | +420.6% | +396.1% |
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 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