+72.5%
CART vs PRU
+39.2%
+33.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.4% |
| 7D | +3.0% | +2.4% | +0.6% | +2.1% |
| 30D | +28.6% | +6.1% | +22.4% | +26.0% |
| 3M | +29.1% | -0.7% | +29.8% | +29.2% |
| 6M | +44.7% | +22.1% | +22.7% | +35.4% |
| YTD | +29.2% | +9.8% | +19.4% | +24.8% |
| 1Y | +66.2% | +19.4% | +46.8% | +56.1% |
| 3Y | +112.8% | +50.4% | +62.4% | +91.8% |
| All | +72.5% | +39.2% | +33.3% | +52.3% |
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