+31.2%
CNH vs PRU
+173.5%
-142.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -1.9% |
| 7D | -0.4% | +4.8% | -5.1% | -3.5% |
| 30D | -15.2% | +7.9% | -23.1% | -19.4% |
| 3M | +4.3% | +3.1% | +1.2% | +1.8% |
| 6M | +10.1% | +25.2% | -15.2% | -5.2% |
| YTD | +23.2% | +12.7% | +10.5% | +12.5% |
| 1Y | +8.5% | +23.5% | -15.0% | -6.6% |
| 3Y | +4.1% | +50.6% | -46.5% | -22.3% |
| 5Y | -17.8% | +40.9% | -58.7% | -36.1% |
| 10Y | +113.3% | +125.5% | -12.1% | +19.1% |
| All | +31.2% | +173.5% | -142.3% | -33.3% |
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