+18.0%
PRU vs CGNX
+42.4%
-24.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.0% |
| 7D | +1.9% | +3.0% | -1.1% | +1.7% |
| 30D | +2.7% | -11.8% | +14.6% | +3.2% |
| 3M | +19.5% | -3.6% | +23.1% | +19.3% |
| 6M | +26.6% | +17.4% | +9.2% | +24.9% |
| YTD | +12.3% | +73.7% | -61.4% | +8.3% |
| 1Y | +18.0% | +41.5% | -23.5% | +13.7% |
| All | +18.0% | +42.4% | -24.3% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling