+103.6%
CSCO vs PRU
+43.3%
+60.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -2.8% | -2.8% | +0.1% | -1.6% |
| 30D | -12.6% | +8.5% | -21.2% | -15.3% |
| 3M | -16.0% | +1.7% | -17.8% | -16.7% |
| 6M | +2.8% | +24.8% | -21.9% | -5.9% |
| YTD | +33.2% | +13.3% | +20.0% | +25.9% |
| 1Y | +43.1% | +21.4% | +21.7% | +31.3% |
| 3Y | +106.7% | +54.8% | +51.9% | +68.3% |
| 5Y | +103.6% | +42.4% | +61.2% | +70.9% |
| All | +103.6% | +43.3% | +60.3% | +70.9% |
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 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