+763.6%
CAH vs PRU
+806.6%
-43.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +5.4% | +1.9% | +3.5% | +4.9% |
| 30D | +3.3% | +2.7% | +0.6% | +2.6% |
| 3M | +22.8% | +19.5% | +3.3% | +17.0% |
| 6M | +11.3% | +26.6% | -15.4% | +4.3% |
| YTD | +21.1% | +12.3% | +8.8% | +16.9% |
| 1Y | +67.2% | +18.0% | +49.2% | +59.2% |
| 3Y | +195.6% | +47.0% | +148.6% | +161.7% |
| 5Y | +413.8% | +48.4% | +365.4% | +349.2% |
| 10Y | +309.6% | +142.4% | +167.1% | +204.7% |
| All | +763.6% | +806.6% | -43.0% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling