+97.7%
PRU vs CHD
+195.3%
-97.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +3.6% | +3.4% | +0.3% | +2.8% |
| 30D | +8.9% | +10.1% | -1.2% | +6.3% |
| 3M | +0.2% | +11.9% | -11.7% | -2.6% |
| 6M | +23.7% | +19.6% | +4.1% | +18.3% |
| YTD | +13.7% | +36.0% | -22.3% | +5.0% |
| 1Y | +20.6% | +34.8% | -14.1% | +11.6% |
| 3Y | +56.3% | +28.8% | +27.5% | +44.7% |
| 5Y | +42.3% | +33.0% | +9.3% | +27.9% |
| All | +97.7% | +195.3% | -97.5% | +50.2% |
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