+35.4%
BX vs PRU
+56.8%
-21.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.6% |
| 7D | +0.6% | +3.6% | -3.0% | -2.4% |
| 30D | +14.2% | +8.9% | +5.4% | +6.5% |
| 3M | -18.7% | +0.2% | -18.9% | -18.9% |
| 6M | +2.5% | +23.7% | -21.3% | -14.3% |
| YTD | -18.8% | +13.7% | -32.6% | -27.5% |
| 1Y | -10.3% | +20.6% | -30.9% | -24.0% |
| 3Y | +35.4% | +56.3% | -20.9% | -16.0% |
| All | +35.4% | +56.8% | -21.4% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling