+195.7%
JNJ vs PRU
+139.4%
+56.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.8% |
| 7D | -0.8% | +1.9% | -2.7% | -1.2% |
| 30D | +4.3% | -0.4% | +4.8% | +4.4% |
| 3M | +16.5% | +16.4% | +0.1% | +12.7% |
| 6M | +13.1% | +26.0% | -12.9% | +7.5% |
| YTD | +32.1% | +9.9% | +22.2% | +29.0% |
| 1Y | +54.5% | +18.8% | +35.7% | +48.1% |
| 3Y | +82.5% | +45.4% | +37.2% | +64.8% |
| 5Y | +80.0% | +45.6% | +34.5% | +59.8% |
| 10Y | +195.7% | +139.6% | +56.0% | +106.2% |
| All | +195.7% | +139.4% | +56.3% | +106.2% |
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