-28.2%
CMCSA vs PRU
+55.3%
-83.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +18.8% | +7.9% | +10.8% | +15.0% |
| 3M | -1.1% | +0.9% | -2.0% | -1.6% |
| 6M | +2.5% | +22.4% | -19.8% | -5.5% |
| YTD | -6.7% | +12.7% | -19.4% | -11.4% |
| 1Y | 0.0% | +19.6% | -19.6% | -7.6% |
| All | -28.2% | +55.3% | -83.5% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling