+355.8%
CIEN vs PRU
+42.1%
+313.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.0% |
| 7D | +15.3% | +3.6% | +11.6% | +13.5% |
| 30D | -22.0% | +8.9% | -30.8% | -25.3% |
| 3M | -36.6% | +0.2% | -36.8% | -37.2% |
| 6M | -51.5% | +23.7% | -75.2% | -57.2% |
| YTD | +20.0% | +13.7% | +6.2% | +9.6% |
| 1Y | +44.5% | +20.6% | +23.8% | +27.5% |
| 3Y | +539.0% | +56.3% | +482.7% | +375.0% |
| All | +355.8% | +42.1% | +313.7% | +261.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling