+113.3%
CTAS vs PRU
+36.1%
+77.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.7% |
| 7D | +1.2% | +2.4% | -1.2% | +0.1% |
| 30D | +12.8% | +6.1% | +6.6% | +10.1% |
| 3M | +10.3% | -0.7% | +11.0% | +10.4% |
| 6M | +32.0% | +22.1% | +9.9% | +21.6% |
| YTD | +19.1% | +9.8% | +9.4% | +14.0% |
| 1Y | +21.5% | +19.4% | +2.1% | +12.2% |
| 3Y | +76.0% | +50.4% | +25.7% | +43.8% |
| All | +113.3% | +36.1% | +77.2% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling