+306.4%
CSCO vs PRU
+115.4%
+191.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -0.9% |
| 7D | -10.2% | +2.4% | -12.6% | -11.1% |
| 30D | -20.1% | +6.1% | -26.2% | -22.1% |
| 3M | -22.1% | -0.7% | -21.3% | -22.1% |
| 6M | +3.2% | +22.1% | -18.9% | -5.2% |
| YTD | +24.1% | +9.8% | +14.3% | +18.2% |
| 1Y | +34.6% | +19.4% | +15.2% | +23.8% |
| 3Y | +90.0% | +50.4% | +39.6% | +56.5% |
| 5Y | +88.6% | +37.2% | +51.4% | +58.5% |
| All | +306.4% | +115.4% | +191.1% | +185.9% |
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