+223.5%
C vs PRU
+115.4%
+108.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +2.6% |
| 7D | -2.4% | +2.4% | -4.8% | -4.5% |
| 30D | -6.0% | +6.1% | -12.1% | -10.8% |
| 3M | -10.5% | -0.7% | -9.8% | -10.4% |
| 6M | -5.7% | +22.1% | -27.8% | -20.6% |
| YTD | +4.1% | +9.8% | -5.6% | -5.0% |
| 1Y | +20.5% | +19.4% | +1.1% | +2.5% |
| 3Y | +208.1% | +50.4% | +157.8% | +114.4% |
| 5Y | +110.4% | +37.2% | +73.3% | +55.5% |
| All | +223.5% | +115.4% | +108.2% | +52.8% |
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