+813.9%
CTAS vs PRU
+115.4%
+698.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.7% |
| 7D | -0.7% | +3.2% | -3.9% | -2.3% |
| 30D | +10.3% | +7.9% | +2.3% | +6.3% |
| 3M | +10.2% | +1.8% | +8.4% | +9.0% |
| 6M | +34.4% | +24.1% | +10.2% | +20.9% |
| YTD | +19.6% | +12.4% | +7.2% | +12.1% |
| 1Y | +21.8% | +20.9% | +0.9% | +10.2% |
| 3Y | +74.1% | +55.5% | +18.7% | +36.1% |
| 5Y | +114.0% | +42.7% | +71.4% | +70.8% |
| 10Y | +813.9% | +106.1% | +707.8% | +441.0% |
| All | +813.9% | +115.4% | +698.5% | +441.0% |
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