+145.5%
PRU vs BAH
+185.0%
-39.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | +1.9% | -3.2% | +5.1% | +2.9% |
| 30D | +2.7% | +2.0% | +0.7% | +1.9% |
| 3M | +19.5% | -7.6% | +27.1% | +21.7% |
| 6M | +26.6% | -5.7% | +32.3% | +27.2% |
| YTD | +12.3% | -11.7% | +24.1% | +13.9% |
| 1Y | +18.0% | -27.4% | +45.4% | +27.5% |
| 3Y | +47.0% | -32.5% | +79.6% | +51.6% |
| 5Y | +48.4% | -3.3% | +51.8% | +25.0% |
| All | +145.5% | +185.0% | -39.5% | +48.3% |
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