+45.3%
PRU vs BR
-4.7%
+50.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.3% |
| 7D | +1.9% | -5.9% | +7.9% | +4.1% |
| 30D | -0.4% | +1.9% | -2.3% | -1.3% |
| 3M | +16.4% | +14.7% | +1.8% | +10.2% |
| 6M | +26.0% | -12.8% | +38.8% | +33.7% |
| YTD | +9.9% | -23.0% | +33.0% | +24.9% |
| 1Y | +18.8% | -31.7% | +50.4% | +44.4% |
| 3Y | +45.3% | -4.8% | +50.1% | +51.3% |
| All | +45.3% | -4.7% | +50.1% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling