+31.9%
CVS vs PRU
+48.6%
-16.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +4.0% | +1.9% | +2.1% | +3.2% |
| 30D | -2.4% | +2.7% | -5.1% | -3.4% |
| 3M | +2.7% | +19.5% | -16.8% | -3.6% |
| 6M | +21.9% | +26.6% | -4.8% | +11.8% |
| YTD | +24.7% | +12.3% | +12.4% | +19.2% |
| 1Y | +35.4% | +18.0% | +17.4% | +26.9% |
| 3Y | +65.2% | +47.0% | +18.2% | +40.2% |
| All | +31.9% | +48.6% | -16.7% | +10.2% |
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