+93.2%
CNC vs PRU
+139.1%
-45.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -2.9% |
| 7D | -1.0% | +1.9% | -2.9% | -1.6% |
| 30D | -1.8% | -0.4% | -1.4% | -1.6% |
| 3M | -0.7% | +16.4% | -17.1% | -6.2% |
| 6M | +47.9% | +26.0% | +21.9% | +35.4% |
| YTD | +56.9% | +9.9% | +47.0% | +50.9% |
| 1Y | +123.9% | +18.8% | +105.2% | +109.2% |
| 3Y | -1.3% | +45.3% | -46.6% | -16.7% |
| 5Y | +2.8% | +45.6% | -42.8% | -14.9% |
| All | +93.2% | +139.1% | -45.9% | +44.3% |
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