+75.1%
CME vs PRU
+43.3%
+31.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +2.5% | -2.8% | +5.3% | +2.9% |
| 30D | +13.9% | +8.5% | +5.4% | +12.6% |
| 3M | +22.4% | +1.7% | +20.6% | +22.0% |
| 6M | +12.9% | +24.8% | -11.9% | +9.5% |
| YTD | +19.6% | +13.3% | +6.3% | +17.3% |
| 1Y | +17.7% | +21.4% | -3.7% | +14.2% |
| 3Y | +65.3% | +54.8% | +10.5% | +47.9% |
| 5Y | +75.1% | +42.4% | +32.8% | +60.1% |
| All | +75.1% | +43.3% | +31.9% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling