+18.8%
PRU vs BAH
-27.4%
+46.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -2.1% |
| 7D | +1.9% | -4.3% | +6.3% | +2.3% |
| 30D | -0.4% | -4.5% | +4.0% | -0.1% |
| 3M | +16.4% | -7.6% | +24.0% | +16.6% |
| 6M | +26.0% | -10.6% | +36.6% | +26.4% |
| YTD | +9.9% | -12.6% | +22.5% | +9.1% |
| 1Y | +18.8% | -27.0% | +45.8% | +19.8% |
| All | +18.8% | -27.4% | +46.2% | +19.8% |
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