+46.4%
PRU vs BOXX
+18.4%
+28.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -0.4% | +0.3% | -0.8% | -0.1% |
| 3M | +16.4% | +1.0% | +15.4% | +17.7% |
| 6M | +26.0% | +1.9% | +24.1% | +29.2% |
| YTD | +9.9% | +2.6% | +7.3% | +14.3% |
| 1Y | +18.8% | +4.0% | +14.7% | +26.8% |
| 3Y | +45.4% | +14.6% | +30.7% | +139.1% |
| All | +46.4% | +18.4% | +28.0% | +316.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling