+48.5%
PRU vs BWA
+91.4%
-42.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -2.0% |
| 7D | +1.9% | +5.7% | -3.8% | -0.2% |
| 30D | +2.7% | +1.4% | +1.3% | +1.9% |
| 3M | +19.5% | -12.1% | +31.5% | +24.4% |
| 6M | +26.6% | +28.6% | -1.9% | +12.0% |
| YTD | +12.3% | +51.1% | -38.8% | -9.6% |
| 1Y | +18.0% | +55.9% | -37.8% | -6.8% |
| 3Y | +47.0% | +70.1% | -23.1% | +8.0% |
| All | +48.5% | +91.4% | -42.8% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling