+524.6%
CMS vs PRU
+809.8%
-285.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.3% |
| 7D | +1.7% | +4.8% | -3.1% | +0.6% |
| 30D | +8.6% | +7.9% | +0.8% | +6.9% |
| 3M | -0.5% | +3.1% | -3.6% | -1.2% |
| 6M | -4.2% | +25.2% | -29.4% | -8.7% |
| YTD | +3.4% | +12.7% | -9.3% | +0.4% |
| 1Y | +0.4% | +23.5% | -23.0% | -4.4% |
| 3Y | +38.2% | +50.6% | -12.4% | +24.8% |
| 5Y | +35.4% | +40.9% | -5.5% | +22.5% |
| 10Y | +131.7% | +125.5% | +6.2% | +78.0% |
| All | +524.6% | +809.8% | -285.2% | +75.8% |
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