+49.6%
PRU vs BAM
+61.4%
-11.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +1.9% | -2.0% | +3.8% | +2.7% |
| 30D | +2.7% | -2.9% | +5.6% | +3.8% |
| 3M | +19.5% | +9.4% | +10.1% | +14.4% |
| 6M | +26.6% | +10.8% | +15.9% | +20.3% |
| YTD | +12.3% | -0.4% | +12.8% | +11.3% |
| 1Y | +18.0% | -10.9% | +28.9% | +22.4% |
| All | +49.6% | +61.4% | -11.8% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 3y: compounded portfolio wealth divided by compounded BAM 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…
3y analysis · Full analysis span regression · 6 months rolling