+140.6%
CNP vs PRU
+97.4%
+43.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.4% |
| 30D | +4.0% | +7.9% | -3.9% | +0.7% |
| 3M | +1.6% | +0.9% | +0.8% | +0.9% |
| 6M | -1.7% | +22.4% | -24.0% | -9.8% |
| YTD | +8.6% | +12.7% | -4.1% | +2.2% |
| 1Y | +5.8% | +19.6% | -13.8% | -3.0% |
| 3Y | +63.0% | +54.0% | +9.0% | +29.8% |
| 5Y | +74.7% | +41.0% | +33.6% | +41.0% |
| All | +140.6% | +97.4% | +43.1% | +38.5% |
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