+50.4%
PRU vs BB
+132.4%
-82.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -3.0% |
| 7D | +2.4% | +3.8% | -1.4% | +2.1% |
| 30D | +6.1% | -0.3% | +6.5% | +5.9% |
| 3M | -0.7% | -0.5% | -0.3% | -1.2% |
| 6M | +22.1% | +45.9% | -23.8% | +15.3% |
| YTD | +9.8% | +130.6% | -120.8% | -1.9% |
| 1Y | +19.4% | +89.2% | -69.8% | +8.7% |
| 3Y | +50.4% | +137.5% | -87.1% | +27.9% |
| All | +50.4% | +132.4% | -82.1% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling