+121.7%
CMS vs PRU
+115.4%
+6.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.6% |
| 7D | -1.3% | +2.4% | -3.7% | -1.8% |
| 30D | +6.3% | +6.1% | +0.2% | +5.0% |
| 3M | -2.1% | -0.7% | -1.3% | -2.0% |
| 6M | -5.1% | +22.1% | -27.2% | -9.0% |
| YTD | +1.3% | +9.8% | -8.5% | -1.1% |
| 1Y | -1.4% | +19.4% | -20.7% | -5.4% |
| 3Y | +36.9% | +50.4% | -13.4% | +23.7% |
| 5Y | +32.5% | +37.2% | -4.6% | +20.6% |
| All | +121.7% | +115.4% | +6.3% | +85.0% |
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 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