+99.2%
PRU vs BIDU
-52.8%
+152.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.3% |
| 7D | +3.8% | +3.6% | +0.2% | +3.2% |
| 30D | +9.0% | -6.6% | +15.6% | +10.2% |
| 3M | +2.1% | -27.2% | +29.3% | +7.3% |
| 6M | +25.4% | -43.5% | +68.9% | +36.8% |
| YTD | +13.5% | -39.0% | +52.5% | +21.3% |
| 1Y | +21.3% | -39.8% | +61.1% | +29.6% |
| 3Y | +55.1% | -24.8% | +79.9% | +53.6% |
| 5Y | +43.6% | -50.7% | +94.2% | +45.9% |
| 10Y | +99.2% | -51.2% | +150.5% | +73.1% |
| All | +99.2% | -52.8% | +152.1% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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