+811.7%
PRU vs BG
+633.6%
+178.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.1% |
| 7D | +3.6% | +2.6% | +1.0% | +2.3% |
| 30D | +8.9% | -6.7% | +15.5% | +12.3% |
| 3M | +0.2% | -9.3% | +9.4% | +4.0% |
| 6M | +23.7% | -18.3% | +42.1% | +33.8% |
| YTD | +13.7% | +16.2% | -2.4% | +2.1% |
| 1Y | +20.6% | +7.6% | +13.0% | +12.3% |
| 3Y | +56.3% | +6.6% | +49.8% | +40.7% |
| 5Y | +42.3% | +22.2% | +20.1% | +14.9% |
| 10Y | +99.3% | +112.0% | -12.7% | +12.6% |
| All | +811.7% | +633.6% | +178.1% | +239.9% |
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