+74.5%
CSX vs PRU
+50.4%
+24.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +0.9% | -0.9% |
| 7D | -2.7% | +4.8% | -7.5% | -4.7% |
| 30D | +7.0% | +7.9% | -0.8% | +3.6% |
| 3M | -0.3% | +3.1% | -3.4% | -1.8% |
| 6M | +13.5% | +25.2% | -11.7% | +2.3% |
| YTD | +41.5% | +12.7% | +28.8% | +33.0% |
| 1Y | +45.8% | +23.5% | +22.3% | +30.9% |
| All | +74.5% | +50.4% | +24.1% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling