+139.6%
PRU vs BWA
+142.9%
-3.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.2% |
| 7D | +1.9% | +4.3% | -2.4% | -0.2% |
| 30D | -0.4% | -2.9% | +2.5% | +0.7% |
| 3M | +16.4% | -12.4% | +28.8% | +23.0% |
| 6M | +26.0% | +28.6% | -2.5% | +7.4% |
| YTD | +9.9% | +48.2% | -38.3% | -15.6% |
| 1Y | +18.8% | +50.9% | -32.2% | -10.2% |
| 3Y | +45.4% | +72.2% | -26.8% | -2.1% |
| 5Y | +45.6% | +91.1% | -45.5% | -11.3% |
| 10Y | +139.6% | +144.0% | -4.4% | +23.5% |
| All | +139.6% | +142.9% | -3.3% | +23.5% |
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