+143.3%
CNP vs PRU
+107.2%
+36.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.7% |
| 7D | -3.0% | +3.8% | -6.8% | -4.7% |
| 30D | +6.8% | +9.0% | -2.2% | +3.0% |
| 3M | +3.6% | +2.1% | +1.5% | +2.3% |
| 6M | 0.0% | +25.4% | -25.4% | -9.2% |
| YTD | +9.4% | +13.5% | -4.1% | +2.7% |
| 1Y | +6.8% | +21.3% | -14.5% | -2.6% |
| 3Y | +64.2% | +55.1% | +9.0% | +30.4% |
| 5Y | +76.0% | +43.6% | +32.5% | +41.0% |
| 10Y | +143.3% | +99.2% | +44.1% | +40.1% |
| All | +143.3% | +107.2% | +36.1% | +40.1% |
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