+25.9%
CMS vs PRU
+48.6%
-22.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | -3.6% | +2.7% | -6.3% | -4.1% |
| 3M | -1.9% | +19.5% | -21.4% | -5.0% |
| 6M | -11.0% | +26.6% | -37.6% | -14.7% |
| YTD | +0.2% | +12.3% | -12.1% | -2.1% |
| 1Y | -1.3% | +18.0% | -19.4% | -4.6% |
| 3Y | +35.9% | +47.0% | -11.1% | +23.9% |
| All | +25.9% | +48.6% | -22.7% | +15.6% |
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