+257.6%
CP vs PRU
+115.4%
+142.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +1.0% |
| 7D | +2.8% | +3.2% | -0.4% | +1.4% |
| 30D | +11.3% | +7.9% | +3.4% | +7.7% |
| 3M | +2.9% | +1.8% | +1.1% | +1.9% |
| 6M | +9.8% | +24.1% | -14.4% | -0.4% |
| YTD | +28.5% | +12.4% | +16.2% | +21.1% |
| 1Y | +33.5% | +20.9% | +12.6% | +21.7% |
| 3Y | +31.9% | +55.5% | -23.5% | +5.5% |
| 5Y | +25.5% | +42.7% | -17.2% | +2.8% |
| 10Y | +257.6% | +106.1% | +151.4% | +114.5% |
| All | +257.6% | +115.4% | +142.2% | +114.5% |
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