+504.6%
CSX vs PRU
+142.7%
+361.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.3% |
| 7D | -3.4% | +1.9% | -5.2% | -4.3% |
| 30D | -3.1% | +2.7% | -5.8% | -4.5% |
| 3M | +7.2% | +19.5% | -12.3% | -2.3% |
| 6M | +16.2% | +26.6% | -10.5% | +2.6% |
| YTD | +37.5% | +12.3% | +25.2% | +28.4% |
| 1Y | +53.2% | +18.0% | +35.2% | +39.2% |
| 3Y | +68.2% | +47.0% | +21.2% | +34.3% |
| 5Y | +65.2% | +48.4% | +16.8% | +28.2% |
| All | +504.6% | +142.7% | +361.9% | +230.9% |
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 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