+304.8%
CSCO vs PRU
+115.4%
+189.5%
-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 | -22.4% | -0.7% | -21.6% | -22.4% |
| 6M | +2.8% | +22.1% | -19.3% | -5.6% |
| YTD | +23.6% | +9.8% | +13.8% | +17.8% |
| 1Y | +34.0% | +19.4% | +14.7% | +23.3% |
| 3Y | +89.3% | +50.4% | +38.9% | +55.9% |
| 5Y | +87.9% | +37.2% | +50.7% | +57.9% |
| All | +304.8% | +115.4% | +189.5% | +184.8% |
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