+231.7%
CTVA vs PRU
+81.2%
+150.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +4.9% | +1.9% | +3.1% | +4.0% |
| 30D | +11.9% | +2.7% | +9.2% | +10.4% |
| 3M | +13.7% | +19.5% | -5.8% | +4.0% |
| 6M | +13.1% | +26.6% | -13.5% | +0.3% |
| YTD | +32.0% | +12.3% | +19.6% | +23.5% |
| 1Y | +22.1% | +18.0% | +4.0% | +11.3% |
| 3Y | +77.5% | +47.0% | +30.5% | +42.3% |
| 5Y | +106.3% | +48.4% | +57.9% | +61.3% |
| All | +231.7% | +81.2% | +150.4% | +105.0% |
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