+249.4%
PBF vs PRU
+97.4%
+152.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.7% |
| 7D | +4.3% | 0.0% | +4.3% | +4.2% |
| 30D | -21.8% | +7.9% | -29.7% | -28.3% |
| 3M | +1.7% | +0.9% | +0.8% | -0.7% |
| 6M | +69.8% | +22.4% | +47.4% | +35.7% |
| YTD | +167.7% | +12.7% | +155.0% | +126.6% |
| 1Y | +89.0% | +19.6% | +69.4% | +49.6% |
| 3Y | +78.8% | +54.0% | +24.8% | +2.8% |
| 5Y | +415.4% | +41.0% | +374.4% | +210.9% |
| All | +249.4% | +97.4% | +152.0% | +27.6% |
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