+906.7%
CVS vs PRU
+785.9%
+120.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.7% |
| 7D | -7.1% | +2.4% | -9.5% | -7.9% |
| 30D | -4.0% | +6.1% | -10.1% | -5.7% |
| 3M | -12.2% | -0.7% | -11.5% | -12.4% |
| 6M | -2.2% | +22.1% | -24.2% | -7.1% |
| YTD | +8.9% | +9.8% | -0.9% | +5.8% |
| 1Y | +9.9% | +19.4% | -9.5% | +4.6% |
| 3Y | +32.1% | +50.4% | -18.3% | +18.1% |
| 5Y | +5.7% | +37.2% | -31.5% | -4.3% |
| 10Y | +39.0% | +119.5% | -80.5% | +9.2% |
| All | +906.7% | +785.9% | +120.8% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling