+20.6%
PRU vs BTG
+17.5%
+3.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.7% |
| 3M | +0.2% | -2.8% | +3.0% | +0.2% |
| 6M | +23.7% | -7.6% | +31.3% | +23.8% |
| YTD | +13.7% | +10.2% | +3.5% | +11.5% |
| 1Y | +20.6% | +21.3% | -0.6% | +16.8% |
| All | +20.6% | +17.5% | +3.1% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling