+134.6%
PRU vs BIDU
-50.6%
+185.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -1.9% | -2.4% | +0.6% | -1.5% |
| 30D | -2.6% | -16.0% | +13.4% | 0.0% |
| 3M | +14.7% | -24.0% | +38.7% | +19.5% |
| 6M | +25.7% | -24.9% | +50.5% | +30.3% |
| YTD | +8.3% | -29.6% | +37.8% | +13.0% |
| 1Y | +17.3% | -15.2% | +32.5% | +17.2% |
| 3Y | +43.2% | -32.2% | +75.3% | +45.2% |
| 5Y | +43.5% | -43.8% | +87.3% | +42.6% |
| 10Y | +134.6% | -49.5% | +184.0% | +101.0% |
| All | +134.6% | -50.6% | +185.2% | +101.0% |
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