+83.7%
JNJ vs PRU
+48.6%
+35.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.0% |
| 7D | +2.7% | +1.9% | +0.8% | +2.4% |
| 30D | +7.4% | +2.7% | +4.7% | +7.0% |
| 3M | +21.2% | +19.5% | +1.8% | +18.3% |
| 6M | +13.4% | +26.6% | -13.2% | +9.8% |
| YTD | +35.1% | +12.3% | +22.8% | +32.8% |
| 1Y | +57.4% | +18.0% | +39.4% | +53.5% |
| 3Y | +86.8% | +47.0% | +39.7% | +74.6% |
| All | +83.7% | +48.6% | +35.1% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling