+45.7%
PRU vs BG
+85.5%
-39.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.5% | -3.3% |
| 7D | +1.9% | +2.4% | -0.4% | +1.2% |
| 30D | -0.4% | +15.0% | -15.5% | -4.3% |
| 3M | +16.4% | -0.7% | +17.1% | +16.1% |
| 6M | +26.0% | +7.5% | +18.5% | +22.1% |
| YTD | +9.9% | +41.6% | -31.7% | -2.9% |
| 1Y | +18.8% | +50.7% | -31.9% | +2.1% |
| 3Y | +45.3% | +20.3% | +25.1% | +33.3% |
| All | +45.7% | +85.5% | -39.8% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling