+112.0%
PRU vs BAH
+220.7%
-108.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -1.2% |
| 7D | +2.4% | -3.5% | +5.9% | +3.6% |
| 30D | +6.1% | +24.3% | -18.1% | -1.0% |
| 3M | -0.7% | +16.3% | -17.0% | -5.8% |
| 6M | +22.1% | +13.6% | +8.5% | +15.7% |
| YTD | +9.8% | +3.5% | +6.3% | +5.6% |
| 1Y | +19.4% | +2.7% | +16.7% | +14.7% |
| 3Y | +50.4% | -26.6% | +76.9% | +52.6% |
| 5Y | +37.2% | +8.5% | +28.6% | +12.1% |
| All | +112.0% | +220.7% | -108.7% | +20.5% |
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