+37.0%
PRU vs BBWI
-67.9%
+104.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.6% | -2.0% |
| 7D | +2.4% | -6.2% | +8.6% | +3.7% |
| 30D | +6.1% | +19.9% | -13.8% | +2.5% |
| 3M | -0.7% | +7.1% | -7.9% | -2.6% |
| 6M | +22.1% | +13.7% | +8.4% | +17.5% |
| YTD | +9.8% | +9.6% | +0.2% | +5.3% |
| 1Y | +19.4% | -1.6% | +21.0% | +15.8% |
| 3Y | +50.4% | -25.9% | +76.2% | +49.0% |
| All | +37.0% | -67.9% | +104.9% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling