+179.3%
PRU vs BURL
+1,021.0%
-841.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.7% | -1.1% | +4.4% |
| 7D | +9.8% | +10.4% | -0.6% | +6.7% |
| 30D | +11.6% | -4.9% | +16.5% | +13.1% |
| 3M | +3.7% | -29.8% | +33.4% | +14.1% |
| 6M | +33.0% | -16.5% | +49.4% | +38.1% |
| YTD | +16.6% | -10.5% | +27.1% | +18.2% |
| 1Y | +26.9% | -5.3% | +32.3% | +25.7% |
| 3Y | +55.7% | +95.1% | -39.3% | +18.3% |
| 5Y | +44.5% | -12.1% | +56.6% | +34.1% |
| 10Y | +133.1% | +273.2% | -140.0% | +47.3% |
| All | +179.3% | +1,021.0% | -841.6% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling