+1,457.0%
CRWD vs PRU
+78.2%
+1,378.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.5% |
| 7D | -7.7% | +3.8% | -11.5% | -8.7% |
| 30D | -17.9% | +9.0% | -26.9% | -20.1% |
| 3M | +0.3% | +2.1% | -1.9% | -0.6% |
| 6M | +71.1% | +25.4% | +45.7% | +59.2% |
| YTD | +92.6% | +13.5% | +79.1% | +84.3% |
| 1Y | +62.0% | +21.3% | +40.6% | +51.7% |
| 3Y | +360.0% | +55.1% | +304.9% | +302.6% |
| 5Y | +220.7% | +43.6% | +177.2% | +185.1% |
| All | +1,457.0% | +78.2% | +1,378.7% | +1,152.8% |
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