+66.4%
CNP vs PRU
+56.8%
+9.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +1.3% | +3.6% | -2.3% | +0.8% |
| 30D | +3.8% | +8.9% | -5.1% | +2.5% |
| 3M | +2.4% | +0.2% | +2.2% | +2.3% |
| 6M | -1.2% | +23.7% | -24.9% | -4.2% |
| YTD | +9.3% | +13.7% | -4.5% | +7.1% |
| 1Y | +6.4% | +20.6% | -14.2% | +3.2% |
| 3Y | +66.4% | +56.3% | +10.0% | +35.5% |
| All | +66.4% | +56.8% | +9.6% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling