+2,970.8%
BHP vs PRU
+785.9%
+2,184.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.8% |
| 7D | +0.9% | +2.4% | -1.5% | -0.2% |
| 30D | -6.3% | +6.1% | -12.4% | -8.9% |
| 3M | -7.1% | -0.7% | -6.4% | -7.3% |
| 6M | -3.2% | +22.1% | -25.3% | -12.0% |
| YTD | +37.9% | +9.8% | +28.1% | +30.7% |
| 1Y | +49.7% | +19.4% | +30.3% | +36.7% |
| 3Y | +51.7% | +50.4% | +1.3% | +22.8% |
| 5Y | +122.0% | +37.2% | +84.9% | +84.8% |
| 10Y | +382.4% | +119.5% | +262.9% | +208.9% |
| All | +2,970.8% | +785.9% | +2,184.9% | +685.8% |
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