+52.6%
BHP vs PRU
+56.8%
-4.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -0.5% | +3.6% | -4.1% | -1.6% |
| 30D | -4.5% | +8.9% | -13.4% | -7.2% |
| 3M | -6.9% | +0.2% | -7.1% | -7.1% |
| 6M | -10.6% | +23.7% | -34.3% | -17.5% |
| YTD | +37.2% | +13.7% | +23.4% | +29.7% |
| 1Y | +48.0% | +20.6% | +27.4% | +36.9% |
| 3Y | +52.6% | +56.3% | -3.8% | +16.2% |
| All | +52.6% | +56.8% | -4.2% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling