+625.7%
BX vs PRU
+97.4%
+528.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | -1.1% | 0.0% | -1.0% | -1.1% |
| 30D | +8.8% | +7.9% | +0.9% | +3.8% |
| 3M | -18.3% | +0.9% | -19.1% | -18.7% |
| 6M | -1.5% | +22.4% | -23.9% | -13.4% |
| YTD | -19.9% | +12.7% | -32.6% | -25.9% |
| 1Y | -14.5% | +19.6% | -34.1% | -23.9% |
| 3Y | +32.3% | +54.0% | -21.7% | +1.2% |
| 5Y | -1.1% | +41.0% | -42.1% | -19.5% |
| All | +625.7% | +97.4% | +528.3% | +298.8% |
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