+35.7%
CTSH vs PRU
+97.4%
-61.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.8% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | +3.9% | +7.9% | -4.0% | +0.1% |
| 3M | +10.2% | +0.9% | +9.3% | +9.5% |
| 6M | +35.3% | +22.4% | +12.9% | +22.6% |
| YTD | -21.8% | +12.7% | -34.5% | -26.5% |
| 1Y | -12.1% | +19.6% | -31.7% | -19.8% |
| 3Y | +2.0% | +54.0% | -52.0% | -18.8% |
| 5Y | -15.3% | +41.0% | -56.3% | -30.5% |
| All | +35.7% | +97.4% | -61.7% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling