+299.5%
CME vs PRU
+115.4%
+184.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.2% |
| 7D | -0.6% | +3.2% | -3.7% | -1.6% |
| 30D | +8.5% | +7.9% | +0.6% | +5.9% |
| 3M | +16.0% | +1.8% | +14.2% | +15.2% |
| 6M | +9.3% | +24.1% | -14.8% | +1.9% |
| YTD | +15.3% | +12.4% | +2.9% | +10.3% |
| 1Y | +14.4% | +20.9% | -6.5% | +6.8% |
| 3Y | +59.9% | +55.5% | +4.5% | +32.2% |
| 5Y | +69.4% | +42.7% | +26.8% | +41.5% |
| 10Y | +299.5% | +106.1% | +193.4% | +128.1% |
| All | +299.5% | +115.4% | +184.1% | +128.1% |
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