+321.5%
CSCO vs PRU
+115.4%
+206.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.8% | +4.2% |
| 7D | -2.9% | +3.2% | -6.1% | -4.1% |
| 30D | -16.7% | +7.9% | -24.6% | -19.3% |
| 3M | -18.4% | +1.8% | -20.2% | -19.3% |
| 6M | +2.9% | +24.1% | -21.2% | -6.1% |
| YTD | +30.4% | +12.4% | +18.1% | +23.2% |
| 1Y | +41.4% | +20.9% | +20.5% | +29.4% |
| 3Y | +104.7% | +55.5% | +49.2% | +66.4% |
| 5Y | +96.9% | +42.7% | +54.3% | +62.9% |
| 10Y | +321.5% | +106.1% | +215.3% | +200.0% |
| All | +321.5% | +115.4% | +206.1% | +200.0% |
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