+172.3%
PRU vs BR
+1,321.0%
-1,148.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +1.7% |
| 7D | +1.9% | -5.3% | +7.1% | +6.2% |
| 30D | +2.7% | +6.4% | -3.7% | -2.6% |
| 3M | +19.5% | +13.6% | +5.8% | +6.4% |
| 6M | +26.6% | -6.7% | +33.3% | +29.9% |
| YTD | +12.3% | -21.1% | +33.4% | +30.3% |
| 1Y | +18.0% | -29.6% | +47.6% | +49.9% |
| 3Y | +47.0% | -2.4% | +49.4% | +39.4% |
| 5Y | +48.4% | +11.2% | +37.2% | +19.6% |
| 10Y | +142.4% | +191.8% | -49.3% | -24.1% |
| All | +172.3% | +1,321.0% | -1,148.7% | -83.4% |
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