+6,781.2%
CME vs PRU
+752.1%
+6,029.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -1.6% | +1.9% | -3.4% | -2.3% |
| 30D | +6.2% | +2.7% | +3.5% | +5.1% |
| 3M | +10.4% | +19.5% | -9.0% | +3.1% |
| 6M | -9.5% | +26.6% | -36.2% | -17.7% |
| YTD | +6.0% | +12.3% | -6.3% | +0.5% |
| 1Y | +9.3% | +18.0% | -8.8% | +1.4% |
| 3Y | +57.7% | +47.0% | +10.6% | +29.9% |
| 5Y | +77.7% | +48.4% | +29.3% | +42.3% |
| 10Y | +281.2% | +142.4% | +138.8% | +130.7% |
| All | +6,781.2% | +752.1% | +6,029.1% | +1,945.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling