+800.4%
PRU vs BB
+90.2%
+710.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.9% | -5.6% | +7.5% | +2.9% |
| 30D | +2.7% | -11.8% | +14.5% | +4.8% |
| 3M | +19.5% | -25.5% | +45.0% | +24.0% |
| 6M | +26.6% | +121.3% | -94.6% | +5.9% |
| YTD | +12.3% | +103.2% | -90.8% | -4.6% |
| 1Y | +18.0% | +102.6% | -84.6% | -0.5% |
| 3Y | +47.0% | +37.5% | +9.5% | +25.2% |
| 5Y | +48.4% | -30.4% | +78.9% | +37.9% |
| 10Y | +142.4% | 0.0% | +142.4% | +67.8% |
| All | +800.4% | +90.2% | +710.2% | +467.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling