+37.0%
PRU vs BURL
-17.2%
+54.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.3% |
| 7D | +2.4% | +4.1% | -1.7% | +1.6% |
| 30D | +6.1% | -9.5% | +15.6% | +8.2% |
| 3M | -0.7% | -33.5% | +32.8% | +7.3% |
| 6M | +22.1% | -22.1% | +44.2% | +27.2% |
| YTD | +9.8% | -14.6% | +24.4% | +12.0% |
| 1Y | +19.4% | -8.4% | +27.7% | +19.5% |
| 3Y | +50.4% | +86.6% | -36.2% | +27.9% |
| All | +37.0% | -17.2% | +54.1% | +32.1% |
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