+44.3%
PRU vs BRKR
-39.7%
+84.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -2.3% | -8.7% | +6.4% | -0.9% |
| 30D | -1.7% | -9.9% | +8.1% | -0.3% |
| 3M | +13.2% | -3.1% | +16.3% | +12.4% |
| 6M | +28.8% | +45.5% | -16.7% | +17.2% |
| YTD | +9.8% | +13.7% | -3.9% | +4.2% |
| 1Y | +17.4% | +67.4% | -50.1% | +2.7% |
| 3Y | +44.9% | -13.2% | +58.1% | +38.3% |
| All | +44.3% | -39.7% | +84.1% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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