+112.0%
PRU vs CAPR
-68.5%
+180.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -2.7% |
| 7D | +2.4% | +41.1% | -38.7% | +1.7% |
| 30D | +6.1% | +11.1% | -5.0% | +5.8% |
| 3M | -0.7% | +115.3% | -116.0% | -2.7% |
| 6M | +22.1% | -73.8% | +95.9% | +23.3% |
| YTD | +9.8% | -68.8% | +78.6% | +10.3% |
| 1Y | +19.4% | +43.3% | -24.0% | +10.6% |
| 3Y | +50.4% | +214.7% | -164.3% | +30.6% |
| 5Y | +37.2% | +141.3% | -104.1% | +17.8% |
| All | +112.0% | -68.5% | +180.6% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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