+169.2%
PRU vs BURL
+1,051.1%
-881.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.7% |
| 7D | +1.9% | -2.8% | +4.7% | +2.6% |
| 30D | +2.7% | -28.2% | +30.9% | +12.7% |
| 3M | +19.5% | -17.6% | +37.1% | +25.6% |
| 6M | +26.6% | -11.8% | +38.4% | +29.7% |
| YTD | +12.3% | -8.1% | +20.5% | +13.5% |
| 1Y | +18.0% | -12.0% | +30.0% | +19.6% |
| 3Y | +47.0% | +63.3% | -16.3% | +18.3% |
| 5Y | +48.4% | -10.8% | +59.2% | +37.5% |
| 10Y | +142.4% | +215.9% | -73.5% | +58.2% |
| All | +169.2% | +1,051.1% | -881.9% | +41.2% |
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