+105.2%
CNH vs PRU
+99.2%
+6.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.1% |
| 7D | +3.0% | +3.6% | -0.6% | +0.8% |
| 30D | -0.6% | +8.9% | -9.4% | -6.2% |
| 3M | +14.6% | +0.2% | +14.4% | +14.0% |
| 6M | +11.8% | +23.7% | -12.0% | -3.4% |
| YTD | +30.4% | +13.7% | +16.7% | +18.0% |
| 1Y | +19.1% | +20.6% | -1.6% | +3.6% |
| 3Y | +30.2% | +56.3% | -26.1% | -6.4% |
| 5Y | -17.8% | +42.3% | -60.2% | -37.2% |
| All | +105.2% | +99.2% | +6.0% | +25.4% |
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