+44.0%
PRU vs BRO
-7.4%
+51.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -3.8% | -8.6% | +4.8% | -1.5% |
| 30D | -2.0% | -6.9% | +4.9% | -0.2% |
| 3M | +14.0% | +10.5% | +3.5% | +10.5% |
| 6M | +27.2% | -2.8% | +30.0% | +27.6% |
| YTD | +9.1% | -16.1% | +25.2% | +14.7% |
| 1Y | +18.1% | -27.6% | +45.7% | +31.0% |
| All | +44.0% | -7.4% | +51.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling