+44.3%
PRU vs BRO
+17.6%
+26.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -2.3% | -7.3% | +5.0% | +0.4% |
| 30D | -1.7% | -6.9% | +5.1% | +0.7% |
| 3M | +13.2% | +10.7% | +2.6% | +8.5% |
| 6M | +28.8% | -2.7% | +31.5% | +28.9% |
| YTD | +9.8% | -16.3% | +26.1% | +16.4% |
| 1Y | +17.4% | -29.1% | +46.4% | +33.2% |
| 3Y | +44.9% | -7.8% | +52.8% | +45.1% |
| All | +44.3% | +17.6% | +26.7% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling