+55.5%
JNJ vs PRU
+18.6%
+36.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -2.0% |
| 7D | -0.8% | +1.9% | -2.7% | -0.9% |
| 30D | +4.3% | -0.4% | +4.8% | +4.4% |
| 3M | +16.5% | +16.4% | +0.1% | +15.2% |
| 6M | +13.1% | +26.0% | -12.9% | +11.9% |
| YTD | +32.1% | +9.9% | +22.2% | +30.8% |
| All | +55.5% | +18.6% | +36.9% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling