+41.8%
CBOE vs PRU
+22.1%
+19.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.5% |
| 7D | +6.0% | +3.8% | +2.2% | +6.1% |
| 30D | +19.9% | +9.0% | +10.9% | +20.3% |
| 3M | +28.4% | +2.1% | +26.2% | +28.3% |
| 6M | +5.2% | +25.4% | -20.2% | +7.8% |
| YTD | +46.4% | +13.5% | +32.9% | +47.6% |
| 1Y | +41.8% | +21.3% | +20.5% | +43.3% |
| All | +41.8% | +22.1% | +19.7% | +43.3% |
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 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