+48.2%
CSX vs PRU
+36.1%
+12.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.7% | -2.2% |
| 7D | -5.5% | +2.4% | -7.9% | -6.6% |
| 30D | +4.9% | +6.1% | -1.2% | +2.2% |
| 3M | -2.9% | -0.7% | -2.1% | -2.7% |
| 6M | +8.3% | +22.1% | -13.7% | -1.5% |
| YTD | +36.7% | +9.8% | +27.0% | +29.8% |
| 1Y | +41.5% | +19.4% | +22.1% | +29.0% |
| 3Y | +68.6% | +50.4% | +18.3% | +36.1% |
| All | +48.2% | +36.1% | +12.0% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling