+43.1%
BMY vs PRU
+55.3%
-12.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -1.3% | 0.0% | -1.2% | -1.3% |
| 30D | +10.0% | +7.9% | +2.0% | +7.8% |
| 3M | -1.2% | +0.9% | -2.0% | -1.5% |
| 6M | +12.8% | +22.4% | -9.6% | +7.4% |
| YTD | +20.7% | +12.7% | +8.0% | +16.8% |
| 1Y | +32.6% | +19.6% | +13.0% | +26.4% |
| All | +43.1% | +55.3% | -12.2% | +16.8% |
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 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