+37.0%
PRU vs BUD
+48.8%
-11.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.1% |
| 7D | +2.4% | +4.5% | -2.1% | +0.7% |
| 30D | +6.1% | +12.5% | -6.4% | +1.5% |
| 3M | -0.7% | 0.0% | -0.7% | -0.9% |
| 6M | +22.1% | +3.8% | +18.3% | +19.7% |
| YTD | +9.8% | +33.1% | -23.3% | -3.1% |
| 1Y | +19.4% | +35.5% | -16.2% | +4.5% |
| 3Y | +50.4% | +49.4% | +1.0% | +22.1% |
| All | +37.0% | +48.8% | -11.8% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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