+91.5%
CSCO vs PRU
+42.1%
+49.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.2% | -6.6% |
| 7D | +1.9% | +3.6% | -1.7% | +0.6% |
| 30D | -15.8% | +8.9% | -24.7% | -18.5% |
| 3M | -15.4% | +0.2% | -15.6% | -15.6% |
| 6M | -5.4% | +23.7% | -29.1% | -13.2% |
| YTD | +26.5% | +13.7% | +12.7% | +19.3% |
| 1Y | +25.9% | +20.6% | +5.3% | +15.8% |
| 3Y | +97.5% | +56.3% | +41.2% | +60.2% |
| All | +91.5% | +42.1% | +49.4% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling