+324.2%
CSCO vs PRU
+107.2%
+217.0%
-42.0%
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 | -4.7% | +3.8% | -8.5% | -6.1% |
| 30D | -17.1% | +9.0% | -26.1% | -20.0% |
| 3M | -19.6% | +2.1% | -21.8% | -20.6% |
| 6M | +2.4% | +25.4% | -23.0% | -7.0% |
| YTD | +29.8% | +13.5% | +16.3% | +22.0% |
| 1Y | +38.7% | +21.3% | +17.3% | +26.7% |
| 3Y | +101.3% | +55.1% | +46.2% | +63.7% |
| 5Y | +94.8% | +43.6% | +51.3% | +60.7% |
| 10Y | +324.2% | +99.2% | +225.0% | +196.6% |
| All | +324.2% | +107.2% | +217.0% | +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