+136.0%
CMS vs PRU
+102.7%
+33.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.1% | -2.8% | +1.7% | -0.6% |
| 30D | +6.6% | +8.5% | -1.9% | +4.8% |
| 3M | +0.8% | +1.7% | -0.9% | +0.3% |
| 6M | -3.3% | +24.8% | -28.1% | -7.8% |
| YTD | +2.7% | +13.3% | -10.6% | -0.4% |
| 1Y | -4.0% | +21.4% | -25.4% | -8.3% |
| 3Y | +37.6% | +54.8% | -17.2% | +23.3% |
| 5Y | +35.4% | +42.4% | -6.9% | +22.1% |
| 10Y | +136.0% | +98.4% | +37.6% | +78.1% |
| All | +136.0% | +102.7% | +33.3% | +78.1% |
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 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