+288.0%
CME vs PRU
+107.2%
+180.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +1.7% | +3.8% | -2.1% | +0.4% |
| 30D | +10.2% | +9.0% | +1.1% | +7.1% |
| 3M | +17.8% | +2.1% | +15.6% | +16.8% |
| 6M | +11.0% | +25.4% | -14.4% | +3.2% |
| YTD | +17.0% | +13.5% | +3.5% | +11.6% |
| 1Y | +15.8% | +21.3% | -5.5% | +8.0% |
| 3Y | +61.8% | +55.1% | +6.7% | +34.0% |
| 5Y | +72.5% | +43.6% | +28.9% | +43.9% |
| 10Y | +288.0% | +99.2% | +188.8% | +135.2% |
| All | +288.0% | +107.2% | +180.8% | +135.2% |
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