+2,503.5%
CTAS vs PRU
+785.9%
+1,717.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.0% |
| 7D | +1.2% | +2.4% | -1.2% | +0.4% |
| 30D | +12.8% | +6.1% | +6.6% | +10.6% |
| 3M | +10.3% | -0.7% | +11.0% | +10.4% |
| 6M | +32.0% | +22.1% | +9.9% | +23.7% |
| YTD | +19.1% | +9.8% | +9.4% | +15.0% |
| 1Y | +21.5% | +19.4% | +2.1% | +14.2% |
| 3Y | +76.0% | +50.4% | +25.7% | +52.3% |
| 5Y | +110.9% | +37.2% | +73.7% | +85.8% |
| 10Y | +849.8% | +119.5% | +730.3% | +596.2% |
| All | +2,503.5% | +785.9% | +1,717.6% | +712.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling