+260.5%
CP vs PRU
+99.2%
+161.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +2.1% | +3.6% | -1.5% | +0.6% |
| 30D | +9.3% | +8.9% | +0.5% | +5.3% |
| 3M | +0.5% | +0.2% | +0.3% | +0.2% |
| 6M | +10.4% | +23.7% | -13.3% | +0.3% |
| YTD | +28.7% | +13.7% | +14.9% | +20.6% |
| 1Y | +33.2% | +20.6% | +12.6% | +21.5% |
| 3Y | +38.4% | +56.3% | -17.9% | +10.4% |
| 5Y | +26.2% | +42.3% | -16.1% | +3.4% |
| All | +260.5% | +99.2% | +161.2% | +116.3% |
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 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