+385.2%
CPRT vs PRU
+107.2%
+278.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | +4.0% | +3.8% | +0.2% | +2.4% |
| 30D | +18.2% | +9.0% | +9.2% | +14.3% |
| 3M | +9.2% | +2.1% | +7.0% | +8.1% |
| 6M | -4.8% | +25.4% | -30.2% | -13.2% |
| YTD | -17.5% | +13.5% | -31.0% | -22.1% |
| 1Y | -22.0% | +21.3% | -43.3% | -28.4% |
| 3Y | -33.7% | +55.1% | -88.8% | -45.8% |
| 5Y | -15.0% | +43.6% | -58.5% | -29.2% |
| 10Y | +385.2% | +99.2% | +285.9% | +196.6% |
| All | +385.2% | +107.2% | +278.0% | +196.6% |
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