+79.1%
CME vs PRU
+48.6%
+30.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.6% | +1.9% | -3.4% | -1.8% |
| 30D | +6.2% | +2.7% | +3.5% | +5.8% |
| 3M | +10.4% | +19.5% | -9.0% | +7.7% |
| 6M | -9.5% | +26.6% | -36.2% | -12.5% |
| YTD | +6.0% | +12.3% | -6.3% | +4.2% |
| 1Y | +9.3% | +18.0% | -8.8% | +6.5% |
| 3Y | +57.7% | +47.0% | +10.6% | +42.7% |
| All | +79.1% | +48.6% | +30.5% | +59.0% |
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