+36.9%
BX vs PRU
+50.2%
-13.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.3% |
| 7D | -4.4% | +1.9% | -6.2% | -5.9% |
| 30D | +0.1% | +2.7% | -2.6% | -2.3% |
| 3M | +16.0% | +19.5% | -3.4% | -0.4% |
| 6M | +21.6% | +26.6% | -5.0% | -0.9% |
| YTD | -8.9% | +12.3% | -21.2% | -17.9% |
| 1Y | -16.6% | +18.0% | -34.7% | -28.3% |
| All | +36.9% | +50.2% | -13.3% | -9.9% |
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