+139.6%
PRU vs BBWI
-56.0%
+195.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +1.0% | -1.4% |
| 7D | +1.9% | +1.6% | +0.4% | +1.5% |
| 30D | -0.4% | -6.2% | +5.8% | +0.8% |
| 3M | +16.4% | +4.3% | +12.1% | +14.0% |
| 6M | +26.0% | -7.2% | +33.2% | +25.5% |
| YTD | +9.9% | -3.0% | +12.9% | +7.5% |
| 1Y | +18.8% | -30.8% | +49.5% | +24.9% |
| 3Y | +45.4% | -43.4% | +88.7% | +53.4% |
| 5Y | +45.6% | -66.7% | +112.3% | +69.8% |
| 10Y | +139.6% | -55.7% | +195.3% | +86.2% |
| All | +139.6% | -56.0% | +195.6% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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