+820.2%
CTAS vs PRU
+102.7%
+717.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.8% | -2.8% | +2.1% | +0.5% |
| 30D | +10.7% | +8.5% | +2.2% | +6.4% |
| 3M | +11.0% | +1.7% | +9.2% | +9.8% |
| 6M | +38.7% | +24.8% | +14.0% | +24.5% |
| YTD | +21.8% | +13.3% | +8.5% | +13.7% |
| 1Y | +23.6% | +21.4% | +2.2% | +11.6% |
| 3Y | +74.9% | +54.8% | +20.2% | +37.0% |
| 5Y | +119.5% | +42.4% | +77.1% | +75.3% |
| 10Y | +820.2% | +98.4% | +721.8% | +435.6% |
| All | +820.2% | +102.7% | +717.5% | +435.6% |
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