+1,939.6%
PBR vs PRU
+806.8%
+1,132.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -2.1% |
| 7D | -13.3% | +3.2% | -16.4% | -14.9% |
| 30D | -27.5% | +7.9% | -35.4% | -30.6% |
| 3M | +5.2% | +1.8% | +3.4% | +3.3% |
| 6M | -6.4% | +24.1% | -30.5% | -16.9% |
| YTD | +61.6% | +12.4% | +49.2% | +49.0% |
| 1Y | +48.9% | +20.9% | +28.0% | +32.1% |
| 3Y | +70.0% | +55.5% | +14.6% | +29.8% |
| 5Y | +469.0% | +42.7% | +426.3% | +343.6% |
| 10Y | +471.6% | +106.1% | +365.5% | +269.5% |
| All | +1,939.6% | +806.8% | +1,132.8% | +445.8% |
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