+26.0%
PRU vs CAI
-9.3%
+35.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.2% |
| 7D | -2.8% | -26.3% | +23.4% | -1.2% |
| 30D | +8.5% | -17.5% | +26.0% | +9.6% |
| 3M | +1.7% | +5.8% | -4.1% | +1.3% |
| 6M | +24.8% | +53.6% | -28.9% | +20.8% |
| YTD | +13.3% | -9.2% | +22.5% | +11.8% |
| 1Y | +21.4% | -2.7% | +24.0% | +19.4% |
| All | +26.0% | -9.3% | +35.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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