+21.3%
PRU vs BIDU
-38.7%
+60.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.1% |
| 7D | +3.8% | +3.6% | +0.2% | +3.5% |
| 30D | +9.0% | -6.6% | +15.6% | +9.4% |
| 3M | +2.1% | -27.2% | +29.3% | +3.7% |
| 6M | +25.4% | -43.5% | +68.9% | +29.1% |
| YTD | +13.5% | -39.0% | +52.5% | +15.8% |
| 1Y | +21.3% | -39.8% | +61.1% | +23.9% |
| All | +21.3% | -38.7% | +60.0% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling