+256.9%
CP vs PRU
+102.7%
+154.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -0.7% | -2.8% | +2.2% | +0.5% |
| 30D | +9.6% | +8.5% | +1.1% | +5.8% |
| 3M | +2.2% | +1.7% | +0.5% | +1.3% |
| 6M | +11.1% | +24.8% | -13.7% | +0.6% |
| YTD | +28.2% | +13.3% | +14.9% | +20.3% |
| 1Y | +32.2% | +21.4% | +10.8% | +20.3% |
| 3Y | +35.5% | +54.8% | -19.3% | +8.6% |
| 5Y | +26.8% | +42.4% | -15.6% | +3.9% |
| 10Y | +256.9% | +98.4% | +158.5% | +113.6% |
| All | +256.9% | +102.7% | +154.2% | +113.6% |
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