+1,056.2%
CBOE vs PRU
+296.6%
+759.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | -3.6% | +1.9% | -5.5% | -4.1% |
| 30D | +5.1% | +2.7% | +2.4% | +4.4% |
| 3M | +4.6% | +19.5% | -14.9% | +0.2% |
| 6M | -0.3% | +26.6% | -26.9% | -6.0% |
| YTD | +19.8% | +12.3% | +7.4% | +15.8% |
| 1Y | +28.4% | +18.0% | +10.3% | +22.5% |
| 3Y | +104.1% | +47.0% | +57.1% | +79.8% |
| 5Y | +150.9% | +48.4% | +102.5% | +116.9% |
| 10Y | +393.5% | +142.4% | +251.0% | +244.7% |
| All | +1,056.2% | +296.6% | +759.7% | +531.0% |
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 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