+635.8%
BX vs PRU
+99.2%
+536.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.8% |
| 7D | +0.6% | +3.6% | -3.0% | -1.7% |
| 30D | +14.2% | +8.9% | +5.4% | +8.3% |
| 3M | -18.7% | +0.2% | -18.9% | -18.8% |
| 6M | +2.5% | +23.7% | -21.3% | -10.5% |
| YTD | -18.8% | +13.7% | -32.6% | -25.3% |
| 1Y | -10.3% | +20.6% | -30.9% | -20.6% |
| 3Y | +35.4% | +56.3% | -20.9% | +2.5% |
| 5Y | +0.3% | +42.3% | -42.1% | -18.8% |
| All | +635.8% | +99.2% | +536.6% | +301.9% |
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 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