+20.1%
PRU vs BWA
+15.7%
+4.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.4% | -3.0% | +1.9% |
| 7D | +3.2% | -0.6% | +3.8% | +3.2% |
| 30D | +7.9% | -16.1% | +24.0% | +9.5% |
| 3M | +1.8% | -24.6% | +26.4% | +4.2% |
| 6M | +24.1% | -15.7% | +39.8% | +24.5% |
| YTD | +12.4% | +15.1% | -2.7% | +3.3% |
| All | +20.1% | +15.7% | +4.4% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling