-4.1%
CNC vs PRU
+55.2%
-59.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.4% |
| 7D | +3.0% | +3.2% | -0.1% | +2.3% |
| 30D | +4.9% | +7.9% | -3.1% | +2.9% |
| 3M | +4.2% | +1.8% | +2.4% | +3.8% |
| 6M | +22.5% | +24.1% | -1.7% | +16.0% |
| YTD | +66.6% | +12.4% | +54.2% | +61.4% |
| 1Y | +82.5% | +20.9% | +61.6% | +74.1% |
| 3Y | -4.1% | +55.5% | -59.6% | -14.4% |
| All | -4.1% | +55.2% | -59.2% | -14.4% |
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