+146.4%
CI vs PRU
+98.4%
+48.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -1.3% | -2.8% | +1.5% | -0.1% |
| 30D | +6.4% | +8.5% | -2.1% | +2.9% |
| 3M | +10.7% | +1.7% | +8.9% | +9.8% |
| 6M | +5.5% | +24.8% | -19.3% | -4.0% |
| YTD | +11.4% | +13.3% | -1.9% | +5.0% |
| 1Y | +15.0% | +21.4% | -6.3% | +5.3% |
| 3Y | +9.0% | +54.8% | -45.8% | -13.2% |
| 5Y | +52.0% | +42.4% | +9.6% | +22.6% |
| All | +146.4% | +98.4% | +48.0% | +51.9% |
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 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