+967.7%
BX vs PRU
+149.5%
+818.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.6% |
| 7D | -4.4% | +1.9% | -6.2% | -5.3% |
| 30D | +0.1% | +2.7% | -2.6% | -1.4% |
| 3M | +16.0% | +19.5% | -3.4% | +5.8% |
| 6M | +21.6% | +26.6% | -5.0% | +7.7% |
| YTD | -8.9% | +12.3% | -21.2% | -14.2% |
| 1Y | -16.6% | +18.0% | -34.7% | -23.5% |
| 3Y | +43.3% | +47.0% | -3.7% | +18.7% |
| 5Y | +25.7% | +48.4% | -22.7% | +4.9% |
| 10Y | +689.5% | +142.4% | +547.1% | +383.0% |
| All | +967.7% | +149.5% | +818.2% | +460.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling