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  • CME vs PRU✓SelectedUSD · PRUCME vs PRU performance historyLatest closeAs of-0.27%09/04
Stock and ETF performance explorer

CME vs PRU

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+285.1%
PRU return
+145.9%
Excess return
+139.2%
Maximum drawdown
-37.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioPRUExcessAlpha
1D-0.3%-1.0%+0.7%0.0%
7D-1.6%+1.9%-3.4%-2.2%
30D+6.2%+2.7%+3.5%+5.3%
3M+10.4%+19.5%-9.0%+4.3%
6M-9.5%+26.6%-36.2%-16.3%
YTD+6.0%+12.3%-6.3%+1.5%
1Y+9.3%+18.0%-8.8%+2.8%
3Y+57.7%+47.0%+10.6%+32.8%
5Y+77.7%+48.4%+29.3%+45.8%
All+285.1%+145.9%+139.2%+112.9%

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