-8.2%
BHP vs PRU
+4.7%
-12.9%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +1.8% |
| 7D | +0.9% | +2.4% | -1.5% | +1.7% |
| 30D | -6.3% | +6.1% | -12.4% | -4.2% |
| All | -8.2% | +4.7% | -12.9% | -6.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling