+44.0%
PRU vs BOXX
+14.6%
+29.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.8% | 0.0% | -3.9% | -3.9% |
| 30D | -2.0% | +0.3% | -2.3% | -2.5% |
| 3M | +14.0% | +1.0% | +13.0% | +12.0% |
| 6M | +27.2% | +1.9% | +25.3% | +23.3% |
| YTD | +9.1% | +2.6% | +6.4% | +4.9% |
| 1Y | +18.1% | +4.0% | +14.1% | +11.5% |
| All | +44.0% | +14.6% | +29.4% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling