+139.6%
PRU vs BB
+3.3%
+136.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.5% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | -0.4% | -12.4% | +11.9% | +1.3% |
| 3M | +16.4% | -15.3% | +31.7% | +17.8% |
| 6M | +26.0% | +128.8% | -102.7% | +8.5% |
| YTD | +9.9% | +107.7% | -97.7% | -4.0% |
| 1Y | +18.8% | +103.9% | -85.1% | +3.3% |
| 3Y | +45.3% | +72.6% | -27.2% | +23.7% |
| 5Y | +45.6% | -24.3% | +69.8% | +36.1% |
| 10Y | +139.6% | +3.1% | +136.5% | +52.2% |
| All | +139.6% | +3.3% | +136.3% | +52.2% |
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