+99.2%
PRU vs BB
+28.9%
+70.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +3.8% | +11.6% | -7.8% | +2.2% |
| 30D | +9.0% | +2.6% | +6.4% | +8.2% |
| 3M | +2.1% | +3.5% | -1.4% | +0.8% |
| 6M | +25.4% | +43.5% | -18.1% | +15.9% |
| YTD | +13.5% | +141.2% | -127.6% | -3.6% |
| 1Y | +21.3% | +97.4% | -76.1% | +6.0% |
| 3Y | +55.1% | +151.1% | -96.0% | +24.5% |
| 5Y | +43.6% | -12.8% | +56.4% | +31.2% |
| 10Y | +99.2% | +27.5% | +71.8% | +24.9% |
| All | +99.2% | +28.9% | +70.3% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling