+670.0%
CSCO vs PRU
+785.9%
-115.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.1% |
| 7D | -10.2% | +2.4% | -12.6% | -10.9% |
| 30D | -20.1% | +6.1% | -26.2% | -21.7% |
| 3M | -22.4% | -0.7% | -21.6% | -22.4% |
| 6M | +2.8% | +22.1% | -19.3% | -4.2% |
| YTD | +23.6% | +9.8% | +13.8% | +18.8% |
| 1Y | +34.0% | +19.4% | +14.7% | +25.2% |
| 3Y | +89.3% | +50.4% | +38.9% | +62.2% |
| 5Y | +87.9% | +37.2% | +50.7% | +63.8% |
| 10Y | +314.9% | +119.5% | +195.4% | +192.5% |
| All | +670.0% | +785.9% | -115.9% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling