+250.9%
PBF vs PRU
+99.2%
+151.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | -0.5% |
| 7D | +6.5% | +3.6% | +2.8% | +2.7% |
| 30D | -20.0% | +8.9% | -28.9% | -27.3% |
| 3M | -3.3% | +0.2% | -3.5% | -5.0% |
| 6M | +76.8% | +23.7% | +53.1% | +39.7% |
| YTD | +168.9% | +13.7% | +155.2% | +125.5% |
| 1Y | +96.4% | +20.6% | +75.7% | +54.1% |
| 3Y | +77.2% | +56.3% | +20.9% | +0.3% |
| 5Y | +417.7% | +42.3% | +375.4% | +209.4% |
| All | +250.9% | +99.2% | +151.7% | +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