+779.9%
PRU vs BRKR
+266.9%
+512.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -2.3% | -8.7% | +6.4% | +0.3% |
| 30D | -1.7% | -9.9% | +8.1% | +1.0% |
| 3M | +13.2% | -3.1% | +16.3% | +11.8% |
| 6M | +28.8% | +45.5% | -16.7% | +10.4% |
| YTD | +9.8% | +13.7% | -3.9% | +0.8% |
| 1Y | +17.4% | +67.4% | -50.1% | -5.5% |
| 3Y | +44.9% | -13.2% | +58.1% | +34.9% |
| 5Y | +46.6% | -39.5% | +86.1% | +48.3% |
| 10Y | +137.9% | +153.5% | -15.6% | +52.6% |
| All | +779.9% | +266.9% | +512.9% | +268.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling