+46.2%
PRU vs BOXX
+18.5%
+27.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.7% |
| 7D | -2.3% | +0.1% | -2.3% | -2.2% |
| 30D | -1.7% | +0.3% | -2.0% | -1.4% |
| 3M | +13.2% | +1.0% | +12.2% | +14.5% |
| 6M | +28.8% | +1.9% | +26.8% | +32.0% |
| YTD | +9.8% | +2.7% | +7.1% | +14.2% |
| 1Y | +17.4% | +4.0% | +13.3% | +25.3% |
| 3Y | +44.9% | +14.7% | +30.3% | +138.0% |
| All | +46.2% | +18.5% | +27.8% | +316.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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