+780.9%
PRU vs BRO
+1,380.6%
-599.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.4% | +1.5% |
| 7D | +1.9% | -5.4% | +7.3% | +6.5% |
| 30D | -0.4% | -4.3% | +3.9% | +2.8% |
| 3M | +16.4% | +17.8% | -1.4% | +0.1% |
| 6M | +26.0% | -6.8% | +32.8% | +29.1% |
| YTD | +9.9% | -13.8% | +23.7% | +18.7% |
| 1Y | +18.8% | -27.8% | +46.6% | +47.3% |
| 3Y | +45.3% | -4.7% | +50.0% | +35.7% |
| 5Y | +45.6% | +20.6% | +24.9% | +3.2% |
| 10Y | +139.6% | +293.7% | -154.1% | -41.3% |
| All | +780.9% | +1,380.6% | -599.7% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling