+106.1%
PRU vs BBWI
-41.3%
+147.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.9% |
| 7D | +3.2% | -6.2% | +9.3% | +4.9% |
| 30D | +7.9% | +25.5% | -17.6% | +1.8% |
| 3M | +1.8% | +8.0% | -6.2% | -1.0% |
| 6M | +24.1% | +12.7% | +11.5% | +18.1% |
| YTD | +12.4% | +11.6% | +0.7% | +5.5% |
| 1Y | +20.9% | -0.9% | +21.8% | +15.4% |
| 3Y | +55.5% | -22.7% | +78.2% | +50.5% |
| 5Y | +42.7% | -67.2% | +109.8% | +67.7% |
| 10Y | +106.1% | -43.7% | +149.8% | +51.8% |
| All | +106.1% | -41.3% | +147.5% | +51.8% |
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