+1,959.6%
PBR vs PRU
+785.9%
+1,173.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.2% |
| 7D | -16.0% | +2.4% | -18.4% | -17.3% |
| 30D | -22.8% | +6.1% | -28.9% | -25.4% |
| 3M | +3.0% | -0.7% | +3.7% | +2.4% |
| 6M | -8.1% | +22.1% | -30.1% | -17.7% |
| YTD | +63.1% | +9.8% | +53.4% | +52.2% |
| 1Y | +59.3% | +19.4% | +39.9% | +42.3% |
| 3Y | +66.1% | +50.4% | +15.8% | +29.0% |
| 5Y | +495.8% | +37.2% | +458.7% | +373.6% |
| 10Y | +514.7% | +119.5% | +395.1% | +286.7% |
| All | +1,959.6% | +785.9% | +1,173.7% | +457.6% |
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