+1,333.1%
CRWD vs PRU
+70.0%
+1,263.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | +2.2% | -1.9% | +4.0% | +2.8% |
| 30D | -7.7% | -2.6% | -5.1% | -7.0% |
| 3M | +28.9% | +14.7% | +14.2% | +23.5% |
| 6M | +91.5% | +25.7% | +65.8% | +78.0% |
| YTD | +77.3% | +8.3% | +69.1% | +72.4% |
| 1Y | +96.3% | +17.3% | +78.9% | +86.0% |
| 3Y | +394.5% | +43.2% | +351.3% | +343.6% |
| 5Y | +213.5% | +43.5% | +170.0% | +180.8% |
| All | +1,333.1% | +70.0% | +1,263.1% | +1,072.2% |
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 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