+8.2%
CMCSA vs PRU
+115.4%
-107.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.4% |
| 7D | +2.7% | +3.2% | -0.5% | +1.4% |
| 30D | +18.6% | +7.9% | +10.7% | +15.2% |
| 3M | -1.8% | +1.8% | -3.6% | -2.6% |
| 6M | -0.7% | +24.1% | -24.8% | -8.7% |
| YTD | -7.8% | +12.4% | -20.2% | -12.4% |
| 1Y | +0.7% | +20.9% | -20.2% | -7.0% |
| 3Y | -28.0% | +55.5% | -83.4% | -40.2% |
| 5Y | -42.1% | +42.7% | -84.8% | -51.2% |
| 10Y | +8.2% | +106.1% | -98.0% | -25.6% |
| All | +8.2% | +115.4% | -107.3% | -25.6% |
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