+575.8%
PBR vs PRU
+99.2%
+476.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | -1.0% | +3.6% | -4.6% | -3.2% |
| 30D | -29.3% | +8.9% | -38.2% | -33.5% |
| 3M | +5.5% | +0.2% | +5.3% | +4.1% |
| 6M | -2.9% | +23.7% | -26.6% | -16.7% |
| YTD | +61.5% | +13.7% | +47.7% | +44.1% |
| 1Y | +46.9% | +20.6% | +26.2% | +25.7% |
| 3Y | +66.4% | +56.3% | +10.1% | +13.3% |
| 5Y | +460.3% | +42.3% | +418.0% | +290.9% |
| All | +575.8% | +99.2% | +476.5% | +245.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling