+498.5%
CNP vs PRU
+809.8%
-311.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.8% |
| 7D | -5.3% | +4.8% | -10.1% | -6.5% |
| 30D | +3.7% | +7.9% | -4.2% | +1.6% |
| 3M | -1.1% | +3.1% | -4.2% | -2.0% |
| 6M | -7.1% | +25.2% | -32.3% | -12.4% |
| YTD | +6.0% | +12.7% | -6.7% | +2.2% |
| 1Y | +5.2% | +23.5% | -18.3% | -1.0% |
| 3Y | +57.5% | +50.6% | +6.9% | +39.1% |
| 5Y | +70.0% | +40.9% | +29.2% | +51.0% |
| 10Y | +137.8% | +125.5% | +12.3% | +81.0% |
| All | +498.5% | +809.8% | -311.3% | +162.2% |
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