+62.0%
BMY vs PRU
+139.4%
-77.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.7% |
| 7D | -3.3% | +1.9% | -5.2% | -3.8% |
| 30D | 0.0% | -0.4% | +0.4% | 0.0% |
| 3M | +17.7% | +16.4% | +1.3% | +13.7% |
| 6M | +9.6% | +26.0% | -16.4% | +3.9% |
| YTD | +24.0% | +9.9% | +14.1% | +20.9% |
| 1Y | +45.1% | +18.8% | +26.3% | +38.9% |
| 3Y | +22.5% | +45.3% | -22.9% | +10.8% |
| 5Y | +22.3% | +45.6% | -23.3% | +8.8% |
| 10Y | +62.0% | +139.6% | -77.6% | +15.0% |
| All | +62.0% | +139.4% | -77.4% | +15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling