+40.5%
CVS vs PRU
+139.4%
-98.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | -1.6% | +1.9% | -3.5% | -2.3% |
| 30D | +0.4% | -0.4% | +0.8% | +0.5% |
| 3M | -0.4% | +16.4% | -16.9% | -6.0% |
| 6M | +25.1% | +26.0% | -0.9% | +14.3% |
| YTD | +23.9% | +9.9% | +14.0% | +18.9% |
| 1Y | +41.1% | +18.8% | +22.3% | +31.1% |
| 3Y | +63.6% | +45.3% | +18.3% | +38.5% |
| 5Y | +31.5% | +45.6% | -14.0% | +9.3% |
| 10Y | +40.5% | +139.6% | -99.1% | -3.6% |
| All | +40.5% | +139.4% | -98.9% | -3.6% |
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