+1,009.1%
BDX vs PRU
+806.6%
+202.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.4% |
| 7D | -2.5% | +1.9% | -4.4% | -2.8% |
| 30D | +8.3% | +2.7% | +5.5% | +7.7% |
| 3M | +24.4% | +19.5% | +4.9% | +20.5% |
| 6M | +9.2% | +26.6% | -17.5% | +4.6% |
| YTD | +22.7% | +12.3% | +10.4% | +20.0% |
| 1Y | +25.9% | +18.0% | +7.8% | +22.0% |
| 3Y | -10.5% | +47.0% | -57.5% | -16.9% |
| 5Y | +1.9% | +48.4% | -46.5% | -6.3% |
| 10Y | +58.7% | +142.4% | -83.8% | +29.1% |
| All | +1,009.1% | +806.6% | +202.5% | +489.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling