+48.5%
PRU vs BEN
+39.3%
+9.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -2.6% |
| 7D | +1.9% | +0.2% | +1.6% | +1.7% |
| 30D | +2.7% | -0.5% | +3.3% | +2.9% |
| 3M | +19.5% | +9.7% | +9.7% | +13.9% |
| 6M | +26.6% | +33.9% | -7.3% | +9.4% |
| YTD | +12.3% | +49.0% | -36.6% | -8.0% |
| 1Y | +18.0% | +42.1% | -24.1% | -1.4% |
| 3Y | +47.0% | +51.9% | -4.9% | +15.1% |
| All | +48.5% | +39.3% | +9.2% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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