+19.4%
PRU vs BAH
+2.0%
+17.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -2.1% |
| 7D | +2.4% | -3.5% | +5.9% | +2.8% |
| 30D | +6.1% | +24.3% | -18.1% | +3.8% |
| 3M | -0.7% | +16.3% | -17.0% | -2.4% |
| 6M | +22.1% | +13.6% | +8.5% | +19.4% |
| YTD | +9.8% | +3.5% | +6.3% | +5.8% |
| 1Y | +19.4% | +2.7% | +16.7% | +15.0% |
| All | +19.4% | +2.0% | +17.4% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling