+52.0%
CVS vs PRU
+115.4%
-63.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.8% |
| 7D | -3.7% | +3.2% | -6.9% | -5.3% |
| 30D | -0.3% | +7.9% | -8.3% | -3.7% |
| 3M | -10.3% | +1.8% | -12.1% | -11.4% |
| 6M | -4.6% | +24.1% | -28.7% | -12.7% |
| YTD | +10.7% | +12.4% | -1.6% | +4.8% |
| 1Y | +11.2% | +20.9% | -9.7% | +2.3% |
| 3Y | +43.0% | +55.5% | -12.4% | +17.3% |
| 5Y | +8.6% | +42.7% | -34.0% | -9.6% |
| 10Y | +52.0% | +106.1% | -54.2% | +8.5% |
| All | +52.0% | +115.4% | -63.5% | +8.5% |
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