+1,268.9%
CBOE vs PRU
+287.5%
+981.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.7% |
| 7D | +5.3% | +2.4% | +2.9% | +4.6% |
| 30D | +25.5% | +6.1% | +19.3% | +23.6% |
| 3M | +22.5% | -0.7% | +23.2% | +22.5% |
| 6M | +2.6% | +22.1% | -19.5% | -2.5% |
| YTD | +41.8% | +9.8% | +32.0% | +37.7% |
| 1Y | +40.9% | +19.4% | +21.5% | +33.9% |
| 3Y | +108.7% | +50.4% | +58.4% | +82.6% |
| 5Y | +181.4% | +37.2% | +144.3% | +148.3% |
| 10Y | +531.6% | +119.5% | +412.0% | +352.5% |
| All | +1,268.9% | +287.5% | +981.4% | +649.9% |
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