+43.5%
PRU vs BR
+7.6%
+35.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -1.9% | -5.0% | +3.1% | +0.1% |
| 30D | -2.6% | -2.5% | -0.1% | -1.8% |
| 3M | +14.7% | +13.5% | +1.2% | +8.4% |
| 6M | +25.7% | -9.4% | +35.1% | +30.4% |
| YTD | +8.3% | -23.3% | +31.5% | +21.0% |
| 1Y | +17.3% | -31.6% | +48.9% | +38.7% |
| 3Y | +43.2% | -5.1% | +48.2% | +44.9% |
| 5Y | +43.5% | +8.2% | +35.3% | +28.9% |
| All | +43.5% | +7.6% | +35.9% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling