+9.6%
CARR vs PRU
+43.7%
-34.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.2% |
| 7D | +0.6% | -1.9% | +2.5% | +1.7% |
| 30D | -8.7% | -2.6% | -6.1% | -7.4% |
| 3M | -18.4% | +14.7% | -33.1% | -24.6% |
| 6M | -0.6% | +25.7% | -26.3% | -13.0% |
| YTD | +10.9% | +8.3% | +2.7% | +5.0% |
| 1Y | -7.3% | +17.3% | -24.6% | -16.5% |
| 3Y | +2.9% | +43.2% | -40.3% | -19.7% |
| 5Y | +9.6% | +43.5% | -33.9% | -16.0% |
| All | +9.6% | +43.7% | -34.1% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling