+13.0%
CVS vs PRU
+42.1%
-29.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +6.6% | +3.6% | +2.9% | +5.4% |
| 30D | -0.4% | +8.9% | -9.3% | -3.7% |
| 3M | -5.3% | +0.2% | -5.4% | -5.7% |
| 6M | -7.7% | +23.7% | -31.4% | -14.7% |
| YTD | +16.0% | +13.7% | +2.3% | +10.1% |
| 1Y | +16.2% | +20.6% | -4.4% | +7.9% |
| 3Y | +47.6% | +56.3% | -8.8% | +22.5% |
| All | +13.0% | +42.1% | -29.1% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling