+42.7%
PRU vs BIDU
-49.5%
+92.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +3.2% | +5.4% | -2.2% | +2.6% |
| 30D | +7.9% | -5.0% | +13.0% | +8.5% |
| 3M | +1.8% | -26.1% | +27.9% | +4.9% |
| 6M | +24.1% | -42.6% | +66.7% | +31.0% |
| YTD | +12.4% | -38.0% | +50.4% | +17.0% |
| 1Y | +20.9% | -35.7% | +56.6% | +25.1% |
| 3Y | +55.5% | -22.9% | +78.4% | +53.8% |
| 5Y | +42.7% | -49.9% | +92.5% | +45.3% |
| All | +42.7% | -49.5% | +92.2% | +45.3% |
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