-12.0%
BX vs PRU
+21.1%
-33.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -2.8% | -2.8% | 0.0% | -0.6% |
| 30D | +7.3% | +8.5% | -1.2% | +0.8% |
| 3M | -16.3% | +1.7% | -18.1% | -17.7% |
| 6M | +2.5% | +24.8% | -22.3% | -13.2% |
| YTD | -17.6% | +13.3% | -30.9% | -26.9% |
| All | -12.0% | +21.1% | -33.1% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling