+224.3%
CTVA vs PRU
+77.3%
+146.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.2% |
| 7D | -2.1% | +1.9% | -4.0% | -3.0% |
| 30D | +12.0% | -0.4% | +12.5% | +12.2% |
| 3M | +13.5% | +16.4% | -3.0% | +5.2% |
| 6M | +12.1% | +26.0% | -13.9% | -0.4% |
| YTD | +29.0% | +9.9% | +19.1% | +22.0% |
| 1Y | +18.9% | +18.8% | +0.1% | +8.0% |
| 3Y | +78.9% | +45.4% | +33.5% | +44.2% |
| 5Y | +105.2% | +45.6% | +59.7% | +62.0% |
| All | +224.3% | +77.3% | +146.9% | +102.5% |
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