+97.7%
PRU vs CASY
+555.0%
-457.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.6% |
| 7D | +3.6% | +3.6% | +0.1% | +2.2% |
| 30D | +8.9% | +9.1% | -0.2% | +5.1% |
| 3M | +0.2% | -16.5% | +16.7% | +6.7% |
| 6M | +23.7% | -19.7% | +43.4% | +32.1% |
| YTD | +13.7% | +29.3% | -15.5% | -2.7% |
| 1Y | +20.6% | +33.1% | -12.5% | +1.4% |
| 3Y | +56.3% | +158.5% | -102.2% | -9.5% |
| 5Y | +42.3% | +266.7% | -224.4% | -34.5% |
| All | +97.7% | +555.0% | -457.3% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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