+414.9%
CSX vs PRU
+99.2%
+315.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +6.0% | +3.6% | +2.4% | +4.1% |
| 30D | +7.8% | +8.9% | -1.1% | +3.3% |
| 3M | +4.1% | +0.2% | +3.9% | +3.8% |
| 6M | +17.9% | +23.7% | -5.8% | +5.4% |
| YTD | +44.9% | +13.7% | +31.1% | +34.3% |
| 1Y | +51.1% | +20.6% | +30.5% | +35.9% |
| 3Y | +78.3% | +56.3% | +21.9% | +38.0% |
| 5Y | +58.1% | +42.3% | +15.8% | +25.6% |
| All | +414.9% | +99.2% | +315.7% | +204.0% |
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