+718.6%
PBF vs PRU
+48.6%
+670.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -0.7% |
| 7D | +4.3% | +1.9% | +2.4% | +2.9% |
| 30D | +22.0% | +2.7% | +19.3% | +19.8% |
| 3M | +74.5% | +19.5% | +55.0% | +54.7% |
| 6M | +67.7% | +26.6% | +41.0% | +40.9% |
| YTD | +179.2% | +12.3% | +166.8% | +154.7% |
| 1Y | +170.0% | +18.0% | +152.0% | +135.6% |
| 3Y | +66.4% | +47.0% | +19.4% | +19.4% |
| All | +718.6% | +48.6% | +670.0% | +426.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling