+136.2%
PRU vs CGNX
+193.6%
-57.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.6% |
| 7D | -2.3% | +3.2% | -5.4% | -3.2% |
| 30D | -1.7% | +6.0% | -7.7% | -3.7% |
| 3M | +13.2% | +3.5% | +9.7% | +10.5% |
| 6M | +28.8% | +26.3% | +2.5% | +17.0% |
| YTD | +9.8% | +79.2% | -69.5% | -14.1% |
| 1Y | +17.4% | +43.8% | -26.4% | -2.2% |
| 3Y | +44.9% | +52.0% | -7.0% | +11.9% |
| 5Y | +46.6% | -24.0% | +70.7% | +42.3% |
| All | +136.2% | +193.6% | -57.4% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling