+178.5%
CAH vs PRU
+55.2%
+123.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.4% |
| 7D | +7.8% | +3.2% | +4.7% | +7.0% |
| 30D | +15.5% | +7.9% | +7.5% | +13.5% |
| 3M | +16.3% | +1.8% | +14.5% | +15.7% |
| 6M | +50.0% | +24.1% | +25.9% | +43.1% |
| YTD | +34.7% | +12.4% | +22.4% | +31.0% |
| 1Y | +35.9% | +20.9% | +15.0% | +30.0% |
| 3Y | +178.5% | +55.5% | +123.0% | +171.6% |
| All | +178.5% | +55.2% | +123.3% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling