+48.5%
PRU vs CAPR
+84.7%
-36.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | +1.9% | -2.0% | +3.8% | +1.9% |
| 30D | +2.7% | +139.2% | -136.5% | +1.7% |
| 3M | +19.5% | -66.4% | +85.8% | +19.9% |
| 6M | +26.6% | -63.1% | +89.8% | +26.9% |
| YTD | +12.3% | -67.4% | +79.8% | +12.6% |
| 1Y | +18.0% | +58.2% | -40.2% | +12.8% |
| 3Y | +47.0% | +42.2% | +4.8% | +34.1% |
| All | +48.5% | +84.7% | -36.2% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling