+4,797.0%
CNC vs PRU
+816.1%
+3,980.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | +4.0% | +3.8% | +0.2% | +3.1% |
| 30D | +7.4% | +9.0% | -1.6% | +4.9% |
| 3M | +5.4% | +2.1% | +3.3% | +4.9% |
| 6M | +25.4% | +25.4% | 0.0% | +17.5% |
| YTD | +70.6% | +13.5% | +57.1% | +64.1% |
| 1Y | +104.9% | +21.3% | +83.6% | +93.4% |
| 3Y | -2.3% | +55.1% | -57.5% | -15.4% |
| 5Y | -6.5% | +43.6% | -50.1% | -18.2% |
| 10Y | +153.3% | +99.2% | +54.0% | +91.5% |
| All | +4,797.0% | +816.1% | +3,980.9% | +1,661.7% |
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