+119.5%
CTAS vs PRU
+43.3%
+76.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.8% | -2.8% | +2.1% | +0.3% |
| 30D | +10.7% | +8.5% | +2.2% | +7.1% |
| 3M | +11.0% | +1.7% | +9.2% | +10.0% |
| 6M | +38.7% | +24.8% | +14.0% | +26.7% |
| YTD | +21.8% | +13.3% | +8.5% | +15.0% |
| 1Y | +23.6% | +21.4% | +2.2% | +13.4% |
| 3Y | +74.9% | +54.8% | +20.2% | +41.2% |
| 5Y | +119.5% | +42.4% | +77.1% | +83.0% |
| All | +119.5% | +43.3% | +76.2% | +83.0% |
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 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