+21.7%
CTAS vs PRU
+20.8%
+0.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.4% |
| 7D | -0.7% | +3.2% | -3.9% | -1.7% |
| 30D | +10.3% | +7.9% | +2.3% | +7.6% |
| 3M | +10.2% | +1.8% | +8.4% | +9.2% |
| 6M | +34.4% | +24.1% | +10.2% | +26.6% |
| YTD | +19.6% | +12.4% | +7.2% | +14.3% |
| All | +21.7% | +20.8% | +0.8% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling