+504.4%
BHP vs PRU
+139.4%
+365.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.8% |
| 7D | +1.3% | +1.9% | -0.6% | +0.2% |
| 30D | +4.0% | -0.4% | +4.4% | +4.0% |
| 3M | +12.3% | +16.4% | -4.1% | +3.5% |
| 6M | +30.8% | +26.0% | +4.8% | +15.6% |
| YTD | +58.8% | +9.9% | +48.9% | +49.7% |
| 1Y | +76.8% | +18.8% | +58.1% | +59.8% |
| 3Y | +87.5% | +45.3% | +42.1% | +48.4% |
| 5Y | +123.9% | +45.6% | +78.3% | +73.7% |
| 10Y | +504.4% | +139.6% | +364.8% | +221.3% |
| All | +504.4% | +139.4% | +365.0% | +221.3% |
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 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