+48.5%
PRU vs BURL
-11.0%
+59.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.5% |
| 7D | +1.9% | -2.8% | +4.7% | +2.4% |
| 30D | +2.7% | -28.2% | +30.9% | +9.6% |
| 3M | +19.5% | -17.6% | +37.1% | +23.7% |
| 6M | +26.6% | -11.8% | +38.4% | +28.8% |
| YTD | +12.3% | -8.1% | +20.5% | +13.2% |
| 1Y | +18.0% | -12.0% | +30.0% | +19.3% |
| 3Y | +47.0% | +63.3% | -16.3% | +28.4% |
| All | +48.5% | -11.0% | +59.5% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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