+336.5%
BHP vs PRU
+107.2%
+229.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.6% |
| 7D | +3.8% | +3.8% | 0.0% | +1.8% |
| 30D | -6.5% | +9.0% | -15.5% | -10.7% |
| 3M | -8.5% | +2.1% | -10.7% | -10.0% |
| 6M | -2.2% | +25.4% | -27.6% | -13.6% |
| YTD | +40.0% | +13.5% | +26.5% | +29.4% |
| 1Y | +51.3% | +21.3% | +30.0% | +35.1% |
| 3Y | +56.5% | +55.1% | +1.4% | +19.4% |
| 5Y | +130.2% | +43.6% | +86.6% | +79.6% |
| 10Y | +336.5% | +99.2% | +237.3% | +159.1% |
| All | +336.5% | +107.2% | +229.3% | +159.1% |
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 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