+99.2%
PRU vs CHD
+180.1%
-80.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +3.8% | +2.4% | +1.4% | +3.2% |
| 30D | +9.0% | +13.9% | -4.9% | +5.6% |
| 3M | +2.1% | +8.5% | -6.4% | +0.1% |
| 6M | +25.4% | +20.4% | +5.0% | +19.7% |
| YTD | +13.5% | +34.5% | -21.0% | +5.1% |
| 1Y | +21.3% | +33.8% | -12.4% | +12.4% |
| 3Y | +55.1% | +29.1% | +26.0% | +43.4% |
| 5Y | +43.6% | +31.2% | +12.3% | +29.5% |
| 10Y | +99.2% | +193.1% | -93.9% | +52.1% |
| All | +99.2% | +180.1% | -80.9% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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