+853.2%
JNJ vs PRU
+806.6%
+46.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | +21.2% | +19.5% | +1.8% | +17.5% |
| 6M | +13.4% | +26.6% | -13.2% | +8.8% |
| YTD | +35.1% | +12.3% | +22.8% | +32.0% |
| 1Y | +57.4% | +18.0% | +39.4% | +52.4% |
| 3Y | +86.8% | +47.0% | +39.7% | +72.4% |
| 5Y | +80.8% | +48.4% | +32.4% | +64.7% |
| 10Y | +202.7% | +142.4% | +60.3% | +142.8% |
| All | +853.2% | +806.6% | +46.6% | +381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling