+54.9%
PRU vs BTG
+83.9%
-29.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.2% |
| 7D | 0.0% | -5.9% | +5.8% | +0.3% |
| 30D | +7.9% | -5.0% | +12.9% | +8.1% |
| 3M | +0.9% | -4.5% | +5.3% | +0.9% |
| 6M | +22.4% | -7.0% | +29.4% | +22.4% |
| YTD | +12.7% | +11.4% | +1.3% | +10.7% |
| 1Y | +19.6% | +20.1% | -0.6% | +16.8% |
| All | +54.9% | +83.9% | -29.0% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling