+73.6%
CTAS vs PRU
+56.8%
+16.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.7% |
| 7D | +2.0% | +3.6% | -1.6% | +0.7% |
| 30D | +8.7% | +8.9% | -0.2% | +5.4% |
| 3M | +13.3% | +0.2% | +13.1% | +13.0% |
| 6M | +39.4% | +23.7% | +15.7% | +29.0% |
| YTD | +21.5% | +13.7% | +7.7% | +15.4% |
| 1Y | +21.9% | +20.6% | +1.3% | +13.2% |
| 3Y | +73.6% | +56.3% | +17.3% | +46.5% |
| All | +73.6% | +56.8% | +16.9% | +46.5% |
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