+1,199.9%
BDX vs PRU
+806.8%
+393.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.2% |
| 7D | +8.4% | +3.2% | +5.2% | +7.8% |
| 30D | +17.1% | +7.9% | +9.2% | +15.6% |
| 3M | +22.4% | +1.8% | +20.6% | +22.0% |
| 6M | +45.9% | +24.1% | +21.8% | +40.4% |
| YTD | +43.8% | +12.4% | +31.5% | +40.6% |
| 1Y | +57.8% | +20.9% | +36.9% | +52.4% |
| 3Y | +25.4% | +55.5% | -30.1% | +15.3% |
| 5Y | +26.0% | +42.7% | -16.7% | +16.7% |
| 10Y | +88.0% | +106.1% | -18.2% | +56.8% |
| All | +1,199.9% | +806.8% | +393.1% | +590.3% |
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