+106.3%
CNH vs PRU
+107.2%
-0.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -5.0% |
| 7D | +4.5% | +3.8% | +0.7% | +1.8% |
| 30D | +7.6% | +9.0% | -1.4% | +1.5% |
| 3M | +17.0% | +2.1% | +14.8% | +14.8% |
| 6M | +12.9% | +25.4% | -12.5% | -3.3% |
| YTD | +34.3% | +13.5% | +20.7% | +21.6% |
| 1Y | +28.5% | +21.3% | +7.2% | +11.5% |
| 3Y | +31.9% | +55.1% | -23.3% | -4.7% |
| 5Y | -9.6% | +43.6% | -53.2% | -31.3% |
| 10Y | +106.3% | +99.2% | +7.0% | +26.5% |
| All | +106.3% | +107.2% | -0.9% | +26.5% |
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