+2,550.9%
CTAS vs PRU
+809.8%
+1,741.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.1% | -0.1% |
| 7D | +3.8% | +4.8% | -1.0% | +2.3% |
| 30D | +15.5% | +7.9% | +7.7% | +12.8% |
| 3M | +12.7% | +3.1% | +9.6% | +11.5% |
| 6M | +34.5% | +25.2% | +9.3% | +25.0% |
| YTD | +21.3% | +12.7% | +8.6% | +16.1% |
| 1Y | +23.1% | +23.5% | -0.4% | +14.5% |
| 3Y | +79.3% | +50.6% | +28.8% | +55.0% |
| 5Y | +114.7% | +40.9% | +73.8% | +87.6% |
| 10Y | +867.1% | +125.5% | +741.7% | +602.9% |
| All | +2,550.9% | +809.8% | +1,741.1% | +720.3% |
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