+303.4%
CME vs PRU
+99.2%
+204.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +3.9% | +3.6% | +0.3% | +2.8% |
| 30D | +11.3% | +8.9% | +2.5% | +8.3% |
| 3M | +19.6% | +0.2% | +19.4% | +19.3% |
| 6M | +8.1% | +23.7% | -15.7% | +0.9% |
| YTD | +20.4% | +13.7% | +6.7% | +14.8% |
| 1Y | +16.5% | +20.6% | -4.1% | +8.9% |
| 3Y | +66.4% | +56.3% | +10.1% | +37.5% |
| 5Y | +74.5% | +42.3% | +32.1% | +46.1% |
| All | +303.4% | +99.2% | +204.1% | +148.7% |
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