+505.0%
CMS vs PRU
+806.6%
-301.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 3M | -1.9% | +19.5% | -21.4% | -5.5% |
| 6M | -11.0% | +26.6% | -37.6% | -15.4% |
| YTD | +0.2% | +12.3% | -12.1% | -2.6% |
| 1Y | -1.3% | +18.0% | -19.4% | -5.2% |
| 3Y | +35.9% | +47.0% | -11.1% | +23.4% |
| 5Y | +23.1% | +48.4% | -25.3% | +10.1% |
| 10Y | +117.9% | +142.4% | -24.5% | +64.9% |
| All | +505.0% | +806.6% | -301.6% | +70.6% |
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 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