+42.4%
CBOE vs PRU
+20.5%
+22.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +26.2% | +7.9% | +18.3% | +26.5% |
| 3M | +27.1% | +0.9% | +26.2% | +27.0% |
| 6M | +4.2% | +22.4% | -18.2% | +6.6% |
| YTD | +48.0% | +12.7% | +35.4% | +49.2% |
| 1Y | +42.4% | +19.6% | +22.9% | +44.0% |
| All | +42.4% | +20.5% | +22.0% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling