+57.2%
CVS vs PRU
+107.2%
-50.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.0% |
| 7D | -2.6% | +3.8% | -6.4% | -4.5% |
| 30D | +4.0% | +9.0% | -5.0% | +0.2% |
| 3M | -6.3% | +2.1% | -8.4% | -7.6% |
| 6M | -0.4% | +25.4% | -25.8% | -9.2% |
| YTD | +15.6% | +13.5% | +2.1% | +9.0% |
| 1Y | +18.3% | +21.3% | -3.0% | +8.7% |
| 3Y | +47.3% | +55.1% | -7.9% | +20.9% |
| 5Y | +13.2% | +43.6% | -30.4% | -6.0% |
| 10Y | +57.2% | +99.2% | -42.1% | +15.3% |
| All | +57.2% | +107.2% | -50.0% | +15.3% |
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