+395.3%
PBF vs PRU
+36.1%
+359.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.8% | -1.5% | -3.8% |
| 7D | -13.8% | +2.4% | -16.2% | -15.4% |
| 30D | -19.6% | +6.1% | -25.7% | -22.9% |
| 3M | +10.3% | -0.7% | +11.0% | +10.1% |
| 6M | +63.4% | +22.1% | +41.4% | +42.4% |
| YTD | +152.6% | +9.8% | +142.9% | +133.6% |
| 1Y | +87.4% | +19.4% | +68.0% | +62.5% |
| 3Y | +63.3% | +50.4% | +12.9% | +16.6% |
| All | +395.3% | +36.1% | +359.1% | +266.2% |
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