+860.5%
CAH vs PRU
+806.8%
+53.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.3% |
| 7D | +7.8% | +3.2% | +4.7% | +6.9% |
| 30D | +15.5% | +7.9% | +7.5% | +13.1% |
| 3M | +16.3% | +1.8% | +14.5% | +15.6% |
| 6M | +50.0% | +24.1% | +25.9% | +41.4% |
| YTD | +34.7% | +12.4% | +22.4% | +29.9% |
| 1Y | +35.9% | +20.9% | +15.0% | +28.5% |
| 3Y | +178.5% | +55.5% | +123.0% | +142.9% |
| 5Y | +515.7% | +42.7% | +473.0% | +443.3% |
| 10Y | +421.5% | +106.1% | +315.3% | +302.1% |
| All | +860.5% | +806.8% | +53.7% | +259.1% |
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