+111.0%
PBF vs PRU
+27.9%
+83.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.6% | -13.3% | -6.6% |
| 7D | -0.9% | +9.8% | -10.7% | -1.1% |
| 30D | -13.7% | +11.6% | -25.3% | -13.9% |
| 3M | +10.6% | +3.7% | +6.9% | +10.8% |
| 6M | +61.2% | +33.0% | +28.2% | +62.9% |
| YTD | +172.7% | +16.6% | +156.1% | +184.9% |
| 1Y | +111.0% | +26.9% | +84.1% | +118.8% |
| All | +111.0% | +27.9% | +83.1% | +118.8% |
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