+134.7%
PRU vs BG
+171.4%
-36.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -3.8% | +3.7% | -7.6% | -5.4% |
| 30D | -2.0% | +12.3% | -14.4% | -7.0% |
| 3M | +14.0% | -2.2% | +16.2% | +14.0% |
| 6M | +27.2% | +5.3% | +21.9% | +22.3% |
| YTD | +9.1% | +42.4% | -33.3% | -8.8% |
| 1Y | +18.1% | +55.2% | -37.1% | -6.1% |
| 3Y | +44.3% | +21.0% | +23.3% | +25.8% |
| 5Y | +45.7% | +87.1% | -41.4% | -2.7% |
| All | +134.7% | +171.4% | -36.7% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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