+293.7%
CAH vs PRU
+139.4%
+154.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.9% |
| 7D | +0.5% | +1.9% | -1.4% | -0.3% |
| 30D | +1.7% | -0.4% | +2.2% | +1.9% |
| 3M | +17.9% | +16.4% | +1.4% | +10.8% |
| 6M | +10.9% | +26.0% | -15.1% | +0.9% |
| YTD | +17.9% | +9.9% | +8.0% | +12.8% |
| 1Y | +61.7% | +18.8% | +42.9% | +49.8% |
| 3Y | +183.7% | +45.3% | +138.4% | +134.8% |
| 5Y | +401.3% | +45.6% | +355.8% | +305.8% |
| 10Y | +293.7% | +139.6% | +154.0% | +133.5% |
| All | +293.7% | +139.4% | +154.3% | +133.5% |
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