+75.7%
CART vs PRU
+47.8%
+28.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.6% | -5.0% | -0.5% |
| 7D | +1.4% | +9.8% | -8.4% | -1.6% |
| 30D | +29.7% | +11.6% | +18.1% | +25.1% |
| 3M | +29.7% | +3.7% | +26.0% | +28.1% |
| 6M | +36.8% | +33.0% | +3.8% | +24.6% |
| YTD | +31.7% | +16.6% | +15.1% | +24.8% |
| 1Y | +62.4% | +26.9% | +35.4% | +49.6% |
| 3Y | +120.1% | +55.7% | +64.4% | +95.3% |
| All | +75.7% | +47.8% | +28.0% | +52.4% |
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