+523.4%
PBR vs PRU
+107.2%
+416.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.0% |
| 7D | -13.3% | +3.8% | -17.1% | -15.7% |
| 30D | -27.7% | +9.0% | -36.8% | -32.1% |
| 3M | +2.7% | +2.1% | +0.5% | 0.0% |
| 6M | -6.7% | +25.4% | -32.1% | -20.7% |
| YTD | +60.9% | +13.5% | +47.4% | +43.8% |
| 1Y | +46.6% | +21.3% | +25.3% | +24.9% |
| 3Y | +69.1% | +55.1% | +13.9% | +15.7% |
| 5Y | +469.6% | +43.6% | +426.0% | +294.8% |
| 10Y | +523.4% | +99.2% | +424.1% | +215.6% |
| All | +523.4% | +107.2% | +416.2% | +215.6% |
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 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