+43.5%
PRU vs BTG
+75.0%
-31.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | -1.9% | +2.4% | -4.3% | -2.1% |
| 30D | -2.6% | +9.5% | -12.1% | -3.4% |
| 3M | +14.7% | +38.5% | -23.8% | +11.1% |
| 6M | +25.7% | +5.6% | +20.0% | +24.3% |
| YTD | +8.3% | +23.9% | -15.7% | +4.8% |
| 1Y | +17.3% | +32.1% | -14.8% | +11.9% |
| 3Y | +43.2% | +103.2% | -60.0% | +26.8% |
| 5Y | +43.5% | +79.7% | -36.2% | +29.9% |
| All | +43.5% | +75.0% | -31.5% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling