+621.5%
PBR vs PRU
+139.4%
+482.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.9% |
| 7D | +2.5% | +1.9% | +0.5% | +1.1% |
| 30D | +19.4% | -0.4% | +19.8% | +19.3% |
| 3M | +20.8% | +16.4% | +4.4% | +8.9% |
| 6M | +23.5% | +26.0% | -2.6% | +5.0% |
| YTD | +83.4% | +9.9% | +73.5% | +68.9% |
| 1Y | +77.6% | +18.8% | +58.8% | +54.5% |
| 3Y | +99.9% | +45.3% | +54.5% | +44.5% |
| 5Y | +567.7% | +45.6% | +522.2% | +361.3% |
| 10Y | +621.5% | +139.6% | +481.9% | +210.0% |
| All | +621.5% | +139.4% | +482.1% | +210.0% |
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