+171.2%
PRU vs CAPR
-99.1%
+270.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -3.2% |
| 7D | +4.8% | +29.7% | -24.9% | +4.4% |
| 30D | +7.9% | +11.0% | -3.1% | +7.6% |
| 3M | +3.1% | +118.8% | -115.7% | +1.6% |
| 6M | +25.2% | -73.9% | +99.1% | +26.2% |
| YTD | +12.7% | -70.2% | +82.9% | +13.2% |
| 1Y | +23.5% | +38.3% | -14.8% | +17.0% |
| 3Y | +50.6% | +199.7% | -149.1% | +38.0% |
| 5Y | +40.9% | +130.6% | -89.7% | +28.3% |
| 10Y | +125.5% | -68.5% | +194.0% | +96.1% |
| All | +171.2% | -99.1% | +270.4% | +133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling