+33.8%
BX vs PRU
+46.4%
-12.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +2.0% |
| 7D | +1.8% | +2.4% | -0.6% | -0.2% |
| 30D | +7.9% | +6.1% | +1.8% | +2.8% |
| 3M | -9.6% | -0.7% | -8.9% | -9.1% |
| 6M | -2.3% | +22.1% | -24.3% | -17.3% |
| YTD | -19.3% | +9.8% | -29.1% | -25.7% |
| 1Y | -13.2% | +19.4% | -32.6% | -25.9% |
| 3Y | +33.8% | +50.4% | -16.6% | -13.0% |
| All | +33.8% | +46.4% | -12.6% | -13.0% |
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