+318.3%
PRU vs BAH
+1,056.2%
-738.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -1.1% |
| 7D | +2.4% | -3.5% | +5.9% | +3.6% |
| 30D | +6.1% | +24.3% | -18.1% | -1.6% |
| 3M | -0.7% | +16.3% | -17.0% | -6.2% |
| 6M | +22.1% | +13.6% | +8.5% | +15.2% |
| YTD | +9.8% | +3.5% | +6.3% | +5.2% |
| 1Y | +19.4% | +2.7% | +16.7% | +14.4% |
| 3Y | +50.4% | -26.6% | +76.9% | +53.9% |
| 5Y | +37.2% | +8.5% | +28.6% | +16.0% |
| 10Y | +119.5% | +225.1% | -105.6% | +18.7% |
| All | +318.3% | +1,056.2% | -738.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling