+834.0%
CTAS vs PRU
+115.4%
+718.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.6% |
| 7D | +1.2% | +2.4% | -1.2% | -0.1% |
| 30D | +12.8% | +6.1% | +6.6% | +9.6% |
| 3M | +10.3% | -0.7% | +11.0% | +10.4% |
| 6M | +32.0% | +22.1% | +9.9% | +19.7% |
| YTD | +19.1% | +9.8% | +9.4% | +12.9% |
| 1Y | +21.5% | +19.4% | +2.1% | +10.6% |
| 3Y | +76.0% | +50.4% | +25.7% | +39.8% |
| 5Y | +110.9% | +37.2% | +73.7% | +71.5% |
| All | +834.0% | +115.4% | +718.6% | +452.4% |
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