+53.4%
BHP vs PRU
+27.9%
+25.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.6% | -4.0% | +1.4% |
| 7D | -2.5% | +9.8% | -12.3% | -4.1% |
| 30D | -7.7% | +11.6% | -19.3% | -9.5% |
| 3M | -6.4% | +3.7% | -10.1% | -6.9% |
| 6M | +5.2% | +33.0% | -27.8% | -3.9% |
| YTD | +38.3% | +16.6% | +21.7% | +28.7% |
| 1Y | +53.4% | +26.9% | +26.4% | +38.7% |
| All | +53.4% | +27.9% | +25.5% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling