+247.7%
PBF vs PRU
+97.4%
+150.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.3% |
| 7D | +3.8% | 0.0% | +3.8% | +3.7% |
| 30D | -22.2% | +7.9% | -30.1% | -28.7% |
| 3M | +1.3% | +0.9% | +0.4% | -1.2% |
| 6M | +69.0% | +22.4% | +46.6% | +35.1% |
| YTD | +166.5% | +12.7% | +153.8% | +125.6% |
| 1Y | +88.1% | +19.6% | +68.5% | +48.9% |
| 3Y | +77.9% | +54.0% | +24.0% | +2.3% |
| 5Y | +413.0% | +41.0% | +372.0% | +209.4% |
| All | +247.7% | +97.4% | +150.3% | +27.0% |
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 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