-1.3%
CNC vs PRU
+46.6%
-47.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.2% |
| 7D | -1.0% | +1.9% | -2.9% | -1.4% |
| 30D | -1.8% | -0.4% | -1.4% | -1.7% |
| 3M | -0.7% | +16.4% | -17.1% | -4.3% |
| 6M | +47.9% | +26.0% | +21.9% | +39.6% |
| YTD | +56.9% | +9.9% | +47.0% | +53.0% |
| 1Y | +123.9% | +18.8% | +105.2% | +114.9% |
| 3Y | -1.3% | +45.3% | -46.6% | -8.3% |
| All | -1.3% | +46.6% | -47.9% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling