+45.6%
PRU vs BIDU
-44.5%
+90.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.8% | -1.4% |
| 7D | +1.9% | -2.4% | +4.3% | +2.2% |
| 30D | -0.4% | -15.6% | +15.2% | +1.3% |
| 3M | +16.4% | -22.3% | +38.7% | +19.3% |
| 6M | +26.0% | -22.3% | +48.3% | +28.5% |
| YTD | +9.9% | -29.2% | +39.1% | +13.0% |
| 1Y | +18.8% | -14.8% | +33.6% | +18.6% |
| 3Y | +45.3% | -31.8% | +77.1% | +46.2% |
| 5Y | +45.6% | -43.1% | +88.7% | +49.0% |
| All | +45.6% | -44.5% | +90.0% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling