+856.6%
JNJ vs PRU
+785.9%
+70.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.1% | +1.9% |
| 7D | +1.1% | +2.4% | -1.3% | +0.7% |
| 30D | +6.9% | +6.1% | +0.8% | +5.8% |
| 3M | +8.0% | -0.7% | +8.7% | +8.1% |
| 6M | +24.3% | +22.1% | +2.2% | +20.0% |
| YTD | +35.6% | +9.8% | +25.8% | +33.0% |
| 1Y | +51.1% | +19.4% | +31.7% | +46.0% |
| 3Y | +98.3% | +50.4% | +47.9% | +82.4% |
| 5Y | +94.3% | +37.2% | +57.2% | +79.6% |
| 10Y | +214.9% | +119.5% | +95.4% | +156.6% |
| All | +856.6% | +785.9% | +70.7% | +384.9% |
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