+4,577.2%
CNC vs PRU
+806.6%
+3,770.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | +3.5% | +1.9% | +1.7% | +3.0% |
| 30D | +0.1% | +2.7% | -2.6% | -0.7% |
| 3M | +6.9% | +19.5% | -12.5% | +1.5% |
| 6M | +49.0% | +26.6% | +22.4% | +38.8% |
| YTD | +62.9% | +12.3% | +50.6% | +57.0% |
| 1Y | +134.0% | +18.0% | +115.9% | +122.2% |
| 3Y | +9.4% | +47.0% | -37.6% | -4.0% |
| 5Y | +4.1% | +48.4% | -44.3% | -9.9% |
| 10Y | +95.4% | +142.4% | -47.1% | +39.7% |
| All | +4,577.2% | +806.6% | +3,770.6% | +1,585.6% |
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