+69.8%
PBF vs PRU
+23.7%
+46.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.3% |
| 7D | +4.3% | 0.0% | +4.3% | +4.2% |
| 30D | -21.8% | +7.9% | -29.7% | -22.8% |
| 3M | +1.7% | +0.9% | +0.8% | +2.5% |
| 6M | +69.8% | +22.4% | +47.4% | +63.4% |
| All | +69.8% | +23.7% | +46.1% | +63.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling