+41.0%
PRU vs BUD
+50.1%
-9.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | 0.0% | -1.6% | +1.5% | +0.6% |
| 30D | +7.9% | +6.7% | +1.3% | +5.3% |
| 3M | +0.9% | +5.9% | -5.0% | -1.4% |
| 6M | +22.4% | +5.1% | +17.3% | +19.4% |
| YTD | +12.7% | +32.9% | -20.2% | -0.5% |
| 1Y | +19.6% | +31.8% | -12.2% | +5.9% |
| 3Y | +54.0% | +47.4% | +6.6% | +26.0% |
| 5Y | +41.0% | +50.8% | -9.8% | +8.2% |
| All | +41.0% | +50.1% | -9.1% | +8.2% |
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