+95.9%
PRU vs BBWI
-48.2%
+144.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.2% |
| 7D | 0.0% | -4.5% | +4.5% | +1.1% |
| 30D | +7.9% | +17.1% | -9.2% | +3.6% |
| 3M | +0.9% | +17.5% | -16.6% | -3.9% |
| 6M | +22.4% | +12.8% | +9.5% | +16.3% |
| YTD | +12.7% | +8.2% | +4.5% | +6.7% |
| 1Y | +19.6% | -1.8% | +21.4% | +14.3% |
| 3Y | +54.0% | -25.8% | +79.8% | +50.7% |
| 5Y | +41.0% | -68.0% | +109.1% | +66.9% |
| All | +95.9% | -48.2% | +144.1% | +45.3% |
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