+10.5%
CMCSA vs PRU
+145.9%
-135.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.1% | +1.9% | -4.0% | -2.8% |
| 30D | +7.0% | +2.7% | +4.3% | +5.9% |
| 3M | +15.1% | +19.5% | -4.4% | +7.5% |
| 6M | -15.4% | +26.6% | -42.0% | -22.8% |
| YTD | -1.9% | +12.3% | -14.2% | -6.7% |
| 1Y | -12.7% | +18.0% | -30.8% | -18.7% |
| 3Y | -31.0% | +47.0% | -78.0% | -41.5% |
| 5Y | -46.1% | +48.4% | -94.5% | -55.2% |
| All | +10.5% | +145.9% | -135.4% | -26.5% |
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