+116.7%
BHP vs PRU
+48.6%
+68.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.1% |
| 7D | -2.9% | +1.9% | -4.8% | -3.7% |
| 30D | +3.4% | +2.7% | +0.7% | +2.0% |
| 3M | +4.1% | +19.5% | -15.4% | -4.4% |
| 6M | +20.6% | +26.6% | -6.1% | +7.7% |
| YTD | +56.1% | +12.3% | +43.7% | +46.6% |
| 1Y | +69.6% | +18.0% | +51.6% | +55.4% |
| 3Y | +78.8% | +47.0% | +31.8% | +41.1% |
| All | +116.7% | +48.6% | +68.1% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling