+37.0%
PRU vs CASY
+250.1%
-213.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.6% |
| 7D | +2.4% | +1.1% | +1.3% | +2.2% |
| 30D | +6.1% | +8.7% | -2.6% | +4.4% |
| 3M | -0.7% | -17.3% | +16.6% | +2.6% |
| 6M | +22.1% | -19.7% | +41.8% | +26.3% |
| YTD | +9.8% | +24.8% | -15.0% | +1.9% |
| 1Y | +19.4% | +31.9% | -12.5% | +9.0% |
| 3Y | +50.4% | +155.4% | -105.0% | +12.1% |
| All | +37.0% | +250.1% | -213.2% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling