+851.5%
CAH vs PRU
+785.9%
+65.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.2% |
| 7D | +8.5% | +2.4% | +6.1% | +7.7% |
| 30D | +17.0% | +6.1% | +10.9% | +15.1% |
| 3M | +14.6% | -0.7% | +15.3% | +14.7% |
| 6M | +42.5% | +22.1% | +20.5% | +34.9% |
| YTD | +33.5% | +9.8% | +23.7% | +29.5% |
| 1Y | +38.5% | +19.4% | +19.2% | +31.4% |
| 3Y | +179.0% | +50.4% | +128.6% | +145.5% |
| 5Y | +507.2% | +37.2% | +470.0% | +441.4% |
| 10Y | +448.9% | +119.5% | +329.4% | +317.8% |
| All | +851.5% | +785.9% | +65.6% | +257.9% |
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