+330.8%
PBF vs PRU
+306.8%
+24.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -0.5% |
| 7D | +4.3% | +1.9% | +2.4% | +2.4% |
| 30D | +22.0% | +2.7% | +19.3% | +19.0% |
| 3M | +74.5% | +19.5% | +55.0% | +48.3% |
| 6M | +67.7% | +26.6% | +41.0% | +32.6% |
| YTD | +179.2% | +12.3% | +166.8% | +144.5% |
| 1Y | +170.0% | +18.0% | +152.0% | +123.5% |
| 3Y | +66.4% | +47.0% | +19.4% | +8.8% |
| 5Y | +764.5% | +48.4% | +716.1% | +445.4% |
| 10Y | +358.5% | +142.4% | +216.1% | +104.2% |
| All | +330.8% | +306.8% | +24.0% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling