+99.2%
PRU vs CASY
+539.5%
-440.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +3.8% | +5.0% | -1.2% | +1.8% |
| 30D | +9.0% | +8.2% | +0.8% | +5.6% |
| 3M | +2.1% | -18.2% | +20.3% | +9.7% |
| 6M | +25.4% | -18.6% | +44.0% | +32.9% |
| YTD | +13.5% | +26.8% | -13.3% | -2.2% |
| 1Y | +21.3% | +31.6% | -10.3% | +2.4% |
| 3Y | +55.1% | +156.5% | -101.4% | -10.1% |
| 5Y | +43.6% | +258.6% | -215.1% | -33.3% |
| 10Y | +99.2% | +550.3% | -451.0% | -25.7% |
| All | +99.2% | +539.5% | -440.2% | -25.7% |
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