+112.4%
CNH vs PRU
+115.4%
-3.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.4% | +4.5% |
| 7D | -1.7% | +2.4% | -4.1% | -3.5% |
| 30D | -7.2% | +6.1% | -13.3% | -11.1% |
| 3M | +6.5% | -0.7% | +7.3% | +6.4% |
| 6M | +7.9% | +22.1% | -14.2% | -6.1% |
| YTD | +26.6% | +9.8% | +16.8% | +17.1% |
| 1Y | +13.8% | +19.4% | -5.6% | -0.5% |
| 3Y | +9.2% | +50.4% | -41.2% | -19.5% |
| 5Y | -15.6% | +37.2% | -52.7% | -34.0% |
| All | +112.4% | +115.4% | -3.0% | +20.4% |
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 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