+65.3%
PRU vs BBAI
-71.7%
+137.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.5% |
| 7D | -1.9% | -4.1% | +2.2% | -1.8% |
| 30D | -2.6% | -12.4% | +9.8% | -2.5% |
| 3M | +14.7% | -29.1% | +43.8% | +15.0% |
| 6M | +25.7% | -32.6% | +58.3% | +26.0% |
| YTD | +8.3% | -47.6% | +55.9% | +8.6% |
| 1Y | +17.3% | -41.0% | +58.4% | +17.5% |
| 3Y | +43.2% | +67.5% | -24.3% | +41.8% |
| 5Y | +43.5% | -71.3% | +114.8% | +38.6% |
| All | +65.3% | -71.7% | +137.0% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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