+3,375.6%
BHP vs PRU
+806.6%
+2,569.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 6M | +20.6% | +26.6% | -6.1% | +8.2% |
| YTD | +56.1% | +12.3% | +43.7% | +47.0% |
| 1Y | +69.6% | +18.0% | +51.6% | +56.0% |
| 3Y | +78.8% | +47.0% | +31.8% | +46.7% |
| 5Y | +113.1% | +48.4% | +64.6% | +71.9% |
| 10Y | +505.9% | +142.4% | +363.4% | +273.3% |
| All | +3,375.6% | +806.6% | +2,569.0% | +783.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling