+49.6%
PRU vs CASY
+215.7%
-166.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +2.7% | -11.3% | +14.1% | +4.3% |
| 3M | +19.5% | -0.6% | +20.1% | +18.8% |
| 6M | +26.6% | +10.7% | +15.9% | +23.2% |
| YTD | +12.3% | +37.1% | -24.8% | +5.0% |
| 1Y | +18.0% | +52.3% | -34.3% | +7.6% |
| All | +49.6% | +215.7% | -166.1% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling