+800.4%
PRU vs BG
+756.7%
+43.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | +1.9% | +2.8% | -0.9% | +0.4% |
| 30D | +2.7% | +12.0% | -9.3% | -3.1% |
| 3M | +19.5% | -7.7% | +27.2% | +22.9% |
| 6M | +26.6% | +4.5% | +22.2% | +21.4% |
| YTD | +12.3% | +35.7% | -23.3% | -5.9% |
| 1Y | +18.0% | +50.1% | -32.0% | -7.2% |
| 3Y | +47.0% | +12.6% | +34.4% | +29.8% |
| 5Y | +48.4% | +75.4% | -27.0% | +0.2% |
| 10Y | +142.4% | +150.5% | -8.0% | +26.2% |
| All | +800.4% | +756.7% | +43.7% | +213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling