+175.7%
PRU vs BR
+1,481.8%
-1,306.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.5% |
| 7D | +3.6% | +1.1% | +2.5% | +2.8% |
| 30D | +8.9% | +14.4% | -5.5% | -2.0% |
| 3M | +0.2% | +12.4% | -12.2% | -9.2% |
| 6M | +23.7% | +35.4% | -11.7% | -4.7% |
| YTD | +13.7% | -12.2% | +25.9% | +20.9% |
| 1Y | +20.6% | -12.7% | +33.4% | +28.9% |
| 3Y | +56.3% | +14.3% | +42.1% | +30.6% |
| 5Y | +42.3% | +19.3% | +23.1% | +9.4% |
| 10Y | +99.3% | +278.1% | -178.9% | -50.0% |
| All | +175.7% | +1,481.8% | -1,306.1% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling