+106.1%
PRU vs BWA
+101.5%
+4.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.4% | -3.0% | -0.3% |
| 7D | +3.2% | -0.6% | +3.8% | +3.2% |
| 30D | +7.9% | -16.1% | +24.0% | +17.1% |
| 3M | +1.8% | -24.6% | +26.4% | +15.8% |
| 6M | +24.1% | -15.7% | +39.8% | +30.8% |
| YTD | +12.4% | +15.1% | -2.7% | -3.2% |
| 1Y | +20.9% | +15.9% | +5.0% | +3.5% |
| 3Y | +55.5% | +67.1% | -11.6% | +3.5% |
| 5Y | +42.7% | +34.7% | +7.9% | +3.5% |
| 10Y | +106.1% | +99.5% | +6.6% | +14.0% |
| All | +106.1% | +101.5% | +4.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling