+18.8%
PRU vs BBWI
-33.4%
+52.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +1.0% | -1.9% |
| 7D | +1.9% | +1.6% | +0.4% | +1.8% |
| 30D | -0.4% | -6.2% | +5.8% | -0.1% |
| 3M | +16.4% | +4.3% | +12.1% | +15.8% |
| 6M | +26.0% | -7.2% | +33.2% | +25.7% |
| YTD | +9.9% | -3.0% | +12.9% | +9.8% |
| 1Y | +18.8% | -30.8% | +49.5% | +23.1% |
| All | +18.8% | -33.4% | +52.1% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling