+63.3%
PBF vs PRU
+46.4%
+16.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.8% | -1.5% | -4.4% |
| 7D | -13.8% | +2.4% | -16.2% | -15.0% |
| 30D | -19.6% | +6.1% | -25.7% | -22.2% |
| 3M | +10.3% | -0.7% | +11.0% | +10.3% |
| 6M | +63.4% | +22.1% | +41.4% | +45.9% |
| YTD | +152.6% | +9.8% | +142.9% | +138.8% |
| 1Y | +87.4% | +19.4% | +68.0% | +66.6% |
| 3Y | +63.3% | +50.4% | +12.9% | +12.5% |
| All | +63.3% | +46.4% | +16.8% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling