+106.1%
PRU vs BAH
+218.8%
-112.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.9% |
| 7D | +3.2% | -1.5% | +4.7% | +3.7% |
| 30D | +7.9% | +17.3% | -9.3% | +2.6% |
| 3M | +1.8% | +14.9% | -13.1% | -3.0% |
| 6M | +24.1% | +14.2% | +9.9% | +17.5% |
| YTD | +12.4% | +5.1% | +7.2% | +7.6% |
| 1Y | +20.9% | +2.1% | +18.8% | +16.6% |
| 3Y | +55.5% | -26.0% | +81.5% | +57.6% |
| 5Y | +42.7% | +9.0% | +33.7% | +16.9% |
| 10Y | +106.1% | +208.8% | -102.6% | +25.4% |
| All | +106.1% | +218.8% | -112.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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