+800.4%
PRU vs CASY
+6,614.5%
-5,814.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +2.7% | -11.3% | +14.1% | +8.0% |
| 3M | +19.5% | -0.6% | +20.1% | +17.4% |
| 6M | +26.6% | +10.7% | +15.9% | +17.7% |
| YTD | +12.3% | +37.1% | -24.8% | -5.7% |
| 1Y | +18.0% | +52.3% | -34.3% | -6.2% |
| 3Y | +47.0% | +215.2% | -168.2% | -20.4% |
| 5Y | +48.4% | +276.5% | -228.1% | -28.0% |
| 10Y | +142.4% | +508.4% | -365.9% | -8.4% |
| All | +800.4% | +6,614.5% | -5,814.2% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling