+441.9%
CARR vs PRU
+279.2%
+162.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.5% |
| 7D | +1.6% | +1.9% | -0.3% | +0.7% |
| 30D | -8.7% | +2.7% | -11.5% | -9.9% |
| 3M | -12.6% | +19.5% | -32.0% | -20.1% |
| 6M | -1.5% | +26.6% | -28.2% | -12.7% |
| YTD | +14.3% | +12.3% | +2.0% | +7.0% |
| 1Y | -4.6% | +18.0% | -22.6% | -13.1% |
| 3Y | +7.3% | +47.0% | -39.7% | -13.1% |
| 5Y | +11.6% | +48.4% | -36.8% | -10.7% |
| All | +441.9% | +279.2% | +162.8% | +189.9% |
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