+265.1%
PRU vs BTG
+392.0%
-126.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | +1.9% | -0.9% | +2.7% | +1.9% |
| 30D | +2.7% | +36.8% | -34.1% | +1.1% |
| 3M | +19.5% | +23.1% | -3.6% | +18.0% |
| 6M | +26.6% | +3.5% | +23.2% | +25.9% |
| YTD | +12.3% | +25.5% | -13.2% | +10.4% |
| 1Y | +18.0% | +40.1% | -22.0% | +15.1% |
| 3Y | +47.0% | +101.1% | -54.1% | +39.9% |
| 5Y | +48.4% | +70.6% | -22.2% | +41.4% |
| 10Y | +142.4% | +152.1% | -9.7% | +122.4% |
| All | +265.1% | +392.0% | -126.9% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling