+20.6%
PRU vs CAI
-6.2%
+26.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.8% | +1.2% |
| 7D | +3.6% | -8.7% | +12.3% | +4.2% |
| 30D | +8.9% | -23.8% | +32.7% | +10.6% |
| 3M | +0.2% | +3.9% | -3.7% | -0.1% |
| 6M | +23.7% | +56.8% | -33.1% | +19.0% |
| YTD | +13.7% | -14.6% | +28.4% | +12.0% |
| 1Y | +20.6% | -5.2% | +25.8% | +17.5% |
| All | +20.6% | -6.2% | +26.8% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling