+7,418.1%
CME vs PRU
+732.7%
+6,685.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.6% |
| 7D | +0.9% | +2.4% | -1.5% | -0.1% |
| 30D | +13.2% | +6.1% | +7.1% | +10.5% |
| 3M | +16.3% | -0.7% | +17.0% | +16.3% |
| 6M | +7.1% | +22.1% | -14.9% | -1.0% |
| YTD | +15.8% | +9.8% | +6.0% | +10.6% |
| 1Y | +17.1% | +19.4% | -2.3% | +8.2% |
| 3Y | +63.2% | +50.4% | +12.8% | +33.2% |
| 5Y | +70.2% | +37.2% | +33.1% | +40.5% |
| 10Y | +337.0% | +119.5% | +217.5% | +174.8% |
| All | +7,418.1% | +732.7% | +6,685.4% | +2,151.3% |
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