+97.7%
PRU vs BTG
+164.8%
-67.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +3.6% | -9.1% | +12.7% | +4.1% |
| 30D | +8.9% | -1.6% | +10.5% | +8.8% |
| 3M | +0.2% | -2.8% | +3.0% | +0.2% |
| 6M | +23.7% | -7.6% | +31.3% | +23.7% |
| YTD | +13.7% | +10.2% | +3.5% | +12.4% |
| 1Y | +20.6% | +21.3% | -0.6% | +18.6% |
| 3Y | +56.3% | +82.7% | -26.4% | +49.2% |
| 5Y | +42.3% | +30.8% | +11.5% | +36.3% |
| All | +97.7% | +164.8% | -67.1% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling