+71.5%
CART vs PRU
+42.9%
+28.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.4% |
| 7D | +1.2% | +4.8% | -3.6% | -0.3% |
| 30D | +27.1% | +7.9% | +19.2% | +23.9% |
| 3M | +27.4% | +3.1% | +24.3% | +26.0% |
| 6M | +32.1% | +25.2% | +6.9% | +22.7% |
| YTD | +28.5% | +12.7% | +15.7% | +23.1% |
| 1Y | +58.8% | +23.5% | +35.3% | +47.6% |
| 3Y | +114.8% | +50.6% | +64.2% | +92.6% |
| All | +71.5% | +42.9% | +28.6% | +50.3% |
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 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