+131.2%
CTVA vs PRU
+81.8%
+49.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.5% | -23.8% | -24.1% |
| 7D | -23.7% | 0.0% | -23.6% | -23.6% |
| 30D | -31.2% | +7.9% | -39.1% | -33.7% |
| 3M | -18.7% | +0.9% | -19.6% | -19.2% |
| 6M | -25.5% | +22.4% | -47.9% | -32.7% |
| YTD | -8.0% | +12.7% | -20.7% | -14.1% |
| 1Y | -7.0% | +19.6% | -26.6% | -15.8% |
| 3Y | +45.2% | +54.0% | -8.8% | +13.8% |
| 5Y | +32.3% | +41.0% | -8.8% | +6.1% |
| All | +131.2% | +81.8% | +49.4% | +42.5% |
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