+150.3%
CI vs PRU
+107.2%
+43.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.1% |
| 7D | +2.6% | +3.8% | -1.2% | +1.0% |
| 30D | +7.3% | +9.0% | -1.7% | +3.6% |
| 3M | +9.5% | +2.1% | +7.3% | +8.4% |
| 6M | +6.4% | +25.4% | -19.0% | -3.3% |
| YTD | +12.0% | +13.5% | -1.5% | +5.5% |
| 1Y | +20.1% | +21.3% | -1.3% | +10.0% |
| 3Y | +9.6% | +55.1% | -45.5% | -12.8% |
| 5Y | +52.7% | +43.6% | +9.1% | +22.8% |
| 10Y | +150.3% | +99.2% | +51.0% | +54.7% |
| All | +150.3% | +107.2% | +43.0% | +54.7% |
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