+67.8%
CSX vs PRU
+48.6%
+19.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.3% |
| 7D | -3.4% | +1.9% | -5.2% | -4.2% |
| 30D | -3.1% | +2.7% | -5.8% | -4.3% |
| 3M | +7.2% | +19.5% | -12.3% | -1.4% |
| 6M | +16.2% | +26.6% | -10.5% | +3.8% |
| YTD | +37.5% | +12.3% | +25.2% | +29.3% |
| 1Y | +53.2% | +18.0% | +35.2% | +40.5% |
| 3Y | +68.2% | +47.0% | +21.2% | +37.5% |
| All | +67.8% | +48.6% | +19.2% | +32.5% |
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