+208.8%
C vs PRU
+107.2%
+101.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.6% |
| 7D | -0.4% | +3.8% | -4.1% | -3.5% |
| 30D | -5.2% | +9.0% | -14.2% | -11.9% |
| 3M | -9.1% | +2.1% | -11.2% | -11.0% |
| 6M | -1.6% | +25.4% | -27.0% | -18.9% |
| YTD | +6.9% | +13.5% | -6.6% | -5.0% |
| 1Y | +23.0% | +21.3% | +1.6% | +3.3% |
| 3Y | +216.1% | +55.1% | +161.0% | +114.4% |
| 5Y | +112.2% | +43.6% | +68.7% | +51.1% |
| 10Y | +208.8% | +99.2% | +109.5% | +48.4% |
| All | +208.8% | +107.2% | +101.6% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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