+106.4%
CSCO vs PRU
+47.2%
+59.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -0.7% | +1.9% | -2.5% | -1.3% |
| 30D | -10.1% | +2.7% | -12.8% | -11.0% |
| 3M | -15.7% | +19.5% | -35.1% | -21.0% |
| 6M | +36.3% | +26.6% | +9.6% | +24.9% |
| YTD | +43.8% | +12.3% | +31.5% | +37.2% |
| 1Y | +63.9% | +18.0% | +45.9% | +53.2% |
| All | +106.4% | +47.2% | +59.3% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling