+710.1%
BX vs PRU
+115.4%
+594.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | +2.3% |
| 7D | +3.3% | +3.2% | +0.1% | +1.3% |
| 30D | +9.6% | +7.9% | +1.7% | +4.5% |
| 3M | -8.7% | +1.8% | -10.5% | -9.6% |
| 6M | +2.2% | +24.1% | -21.9% | -10.9% |
| YTD | -16.2% | +12.4% | -28.6% | -22.3% |
| 1Y | -11.5% | +20.9% | -32.4% | -21.8% |
| 3Y | +41.0% | +55.5% | -14.5% | +7.2% |
| 5Y | +1.1% | +42.7% | -41.6% | -18.2% |
| 10Y | +710.1% | +106.1% | +604.0% | +329.0% |
| All | +710.1% | +115.4% | +594.7% | +329.0% |
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