+252.3%
PBF vs PRU
+115.4%
+136.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +1.1% |
| 7D | -7.4% | +3.2% | -10.5% | -10.9% |
| 30D | -17.5% | +7.9% | -25.4% | -24.3% |
| 3M | +13.1% | +1.8% | +11.3% | +9.6% |
| 6M | +72.6% | +24.1% | +48.5% | +36.2% |
| YTD | +161.2% | +12.4% | +148.8% | +122.0% |
| 1Y | +93.3% | +20.9% | +72.4% | +51.5% |
| 3Y | +80.7% | +55.5% | +25.2% | +3.1% |
| 5Y | +396.1% | +42.7% | +353.4% | +195.9% |
| 10Y | +252.3% | +106.1% | +146.1% | +38.6% |
| All | +252.3% | +115.4% | +136.9% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling