+397.5%
CARR vs PRU
+282.3%
+115.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -1.9% | -2.8% | +0.9% | -0.6% |
| 30D | -1.1% | +8.5% | -9.6% | -5.0% |
| 3M | -13.8% | +1.7% | -15.6% | -14.7% |
| 6M | -16.5% | +24.8% | -41.3% | -25.4% |
| YTD | +4.9% | +13.3% | -8.4% | -2.4% |
| 1Y | -2.7% | +21.4% | -24.1% | -12.5% |
| 3Y | +10.4% | +54.8% | -44.4% | -12.9% |
| 5Y | +7.7% | +42.4% | -34.7% | -12.5% |
| All | +397.5% | +282.3% | +115.1% | +164.6% |
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 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