+95.9%
PRU vs BR
+275.8%
-179.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | 0.0% | -1.3% | +1.2% | +0.7% |
| 30D | +7.9% | +13.7% | -5.7% | +0.3% |
| 3M | +0.9% | +13.8% | -12.9% | -6.6% |
| 6M | +22.4% | +29.7% | -7.4% | +3.8% |
| YTD | +12.7% | -12.6% | +25.3% | +20.0% |
| 1Y | +19.6% | -12.4% | +32.0% | +27.1% |
| 3Y | +54.0% | +14.1% | +39.9% | +36.4% |
| 5Y | +41.0% | +18.7% | +22.4% | +18.6% |
| All | +95.9% | +275.8% | -179.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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