+535.9%
PRU vs BUD
+201.1%
+334.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.1% |
| 7D | +1.9% | +0.3% | +1.6% | +1.7% |
| 30D | +2.7% | -5.7% | +8.4% | +6.1% |
| 3M | +19.5% | +3.1% | +16.3% | +16.7% |
| 6M | +26.6% | +7.9% | +18.8% | +19.9% |
| YTD | +12.3% | +27.3% | -15.0% | -4.0% |
| 1Y | +18.0% | +37.8% | -19.8% | -4.1% |
| 3Y | +47.0% | +49.8% | -2.8% | +9.2% |
| 5Y | +48.4% | +43.8% | +4.6% | +10.0% |
| 10Y | +142.4% | -22.6% | +165.1% | +142.3% |
| All | +535.9% | +201.1% | +334.8% | +120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling