+445.7%
CSX vs PRU
+121.2%
+324.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +0.9% | -0.7% |
| 7D | -2.7% | +4.8% | -7.5% | -5.0% |
| 30D | +7.0% | +7.9% | -0.8% | +3.0% |
| 3M | -0.3% | +3.1% | -3.4% | -2.0% |
| 6M | +13.5% | +25.2% | -11.7% | +0.9% |
| YTD | +41.5% | +12.7% | +28.8% | +31.7% |
| 1Y | +45.8% | +23.5% | +22.3% | +29.4% |
| 3Y | +74.4% | +50.6% | +23.8% | +37.4% |
| 5Y | +53.6% | +40.9% | +12.7% | +22.6% |
| All | +445.7% | +121.2% | +324.5% | +194.1% |
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