+679.5%
BX vs PRU
+139.4%
+540.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.2% |
| 7D | -2.0% | +1.9% | -3.9% | -3.2% |
| 30D | -2.3% | -0.4% | -1.9% | -2.1% |
| 3M | +18.5% | +16.4% | +2.1% | +7.4% |
| 6M | +23.7% | +26.0% | -2.3% | +6.5% |
| YTD | -10.4% | +9.9% | -20.3% | -15.8% |
| 1Y | -19.6% | +18.8% | -38.3% | -28.2% |
| 3Y | +30.8% | +45.4% | -14.6% | +3.8% |
| 5Y | +24.3% | +45.6% | -21.2% | -0.2% |
| 10Y | +679.5% | +139.6% | +539.9% | +347.6% |
| All | +679.5% | +139.4% | +540.1% | +347.6% |
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