+386.5%
CBOE vs PRU
+135.5%
+251.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -0.8% | -1.9% | +1.1% | -0.4% |
| 30D | +2.7% | -2.6% | +5.3% | +3.2% |
| 3M | +0.7% | +14.7% | -14.0% | -2.3% |
| 6M | -2.0% | +25.7% | -27.7% | -6.9% |
| YTD | +17.1% | +8.3% | +8.9% | +14.6% |
| 1Y | +26.5% | +17.3% | +9.2% | +21.4% |
| 3Y | +96.1% | +43.2% | +53.0% | +74.8% |
| 5Y | +149.3% | +43.5% | +105.8% | +118.5% |
| 10Y | +386.5% | +134.6% | +251.9% | +219.4% |
| All | +386.5% | +135.5% | +251.0% | +219.4% |
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 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