+53.9%
BDX vs PRU
+139.4%
-85.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.5% |
| 7D | -4.3% | +1.9% | -6.2% | -4.7% |
| 30D | +1.3% | -0.4% | +1.7% | +1.3% |
| 3M | +20.2% | +16.4% | +3.8% | +15.8% |
| 6M | +8.6% | +26.0% | -17.4% | +2.4% |
| YTD | +19.0% | +9.9% | +9.1% | +15.9% |
| 1Y | +21.2% | +18.8% | +2.4% | +15.8% |
| 3Y | -9.7% | +45.4% | -55.1% | -18.5% |
| 5Y | -3.4% | +45.6% | -49.0% | -13.8% |
| 10Y | +53.9% | +139.6% | -85.8% | +13.6% |
| All | +53.9% | +139.4% | -85.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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