+41.0%
PRU vs BAH
+7.8%
+33.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | 0.0% | -2.6% | +2.5% | +0.4% |
| 30D | +7.9% | +20.4% | -12.4% | +4.5% |
| 3M | +0.9% | +11.9% | -11.0% | -1.2% |
| 6M | +22.4% | +17.1% | +5.2% | +18.3% |
| YTD | +12.7% | +5.5% | +7.2% | +10.0% |
| 1Y | +19.6% | +5.6% | +14.0% | +16.6% |
| 3Y | +54.0% | -26.5% | +80.5% | +53.6% |
| 5Y | +41.0% | +6.5% | +34.6% | +26.6% |
| All | +41.0% | +7.8% | +33.2% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling