+65.7%
CTAS vs PRU
+47.2%
+18.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -1.8% | +1.9% | -3.7% | -2.5% |
| 30D | -0.2% | +2.7% | -2.9% | -1.2% |
| 3M | +11.7% | +19.5% | -7.8% | +4.7% |
| 6M | +0.7% | +26.6% | -25.9% | -7.7% |
| YTD | +7.4% | +12.3% | -4.9% | +2.5% |
| 1Y | -2.1% | +18.0% | -20.2% | -8.4% |
| All | +65.7% | +47.2% | +18.6% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling