+208.3%
JNJ vs PRU
+107.2%
+101.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +5.5% | +3.8% | +1.7% | +4.6% |
| 30D | +7.4% | +9.0% | -1.6% | +5.4% |
| 3M | +7.8% | +2.1% | +5.6% | +7.2% |
| 6M | +28.2% | +25.4% | +2.8% | +22.1% |
| YTD | +37.9% | +13.5% | +24.3% | +33.6% |
| 1Y | +52.4% | +21.3% | +31.0% | +45.5% |
| 3Y | +107.7% | +55.1% | +52.5% | +84.9% |
| 5Y | +96.5% | +43.6% | +53.0% | +75.4% |
| 10Y | +208.3% | +99.2% | +109.0% | +142.1% |
| All | +208.3% | +107.2% | +101.1% | +142.1% |
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