+98.4%
PRU vs CAPR
-59.1%
+157.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +26.5% | -26.7% | -0.7% |
| 7D | -2.8% | +25.8% | -28.6% | -3.3% |
| 30D | +8.5% | +50.2% | -41.7% | +7.5% |
| 3M | +1.7% | +185.5% | -183.7% | -0.9% |
| 6M | +24.8% | -64.8% | +89.6% | +25.3% |
| YTD | +13.3% | -61.1% | +74.4% | +13.2% |
| 1Y | +21.4% | +81.0% | -59.6% | +11.9% |
| 3Y | +54.8% | +300.7% | -245.9% | +33.6% |
| 5Y | +42.4% | +223.3% | -181.0% | +21.3% |
| 10Y | +98.4% | -58.8% | +157.2% | +54.3% |
| All | +98.4% | -59.1% | +157.5% | +54.3% |
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