+70.6%
PRU vs BBIO
+148.5%
-77.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.7% |
| 7D | -1.9% | -0.5% | -1.3% | -1.8% |
| 30D | -2.6% | -10.1% | +7.6% | -1.7% |
| 3M | +14.7% | +12.4% | +2.3% | +13.3% |
| 6M | +25.7% | +15.9% | +9.8% | +23.6% |
| YTD | +8.3% | -0.5% | +8.8% | +7.6% |
| 1Y | +17.3% | +42.2% | -24.9% | +12.7% |
| 3Y | +43.2% | +167.8% | -124.6% | +27.2% |
| 5Y | +43.5% | +49.6% | -6.0% | +19.4% |
| All | +70.6% | +148.5% | -77.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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