+177.3%
PBF vs PRU
+19.3%
+158.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.4% | +3.4% |
| 7D | +2.4% | +1.9% | +0.5% | +2.2% |
| 30D | +24.9% | -0.4% | +25.3% | +24.9% |
| 3M | +81.9% | +16.4% | +65.4% | +82.4% |
| 6M | +79.4% | +26.0% | +53.3% | +80.4% |
| YTD | +188.3% | +9.9% | +178.4% | +197.0% |
| 1Y | +177.3% | +18.8% | +158.5% | +172.1% |
| All | +177.3% | +19.3% | +158.0% | +172.1% |
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