+779.9%
PRU vs CHD
+3,289.2%
-2,509.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.8% |
| 7D | +2.4% | +2.0% | +0.4% | +1.5% |
| 30D | +6.1% | +13.0% | -6.9% | +0.3% |
| 3M | -0.7% | +6.1% | -6.8% | -3.5% |
| 6M | +22.1% | +15.9% | +6.2% | +13.5% |
| YTD | +9.8% | +31.6% | -21.8% | -4.5% |
| 1Y | +19.4% | +28.5% | -9.1% | +4.9% |
| 3Y | +50.4% | +30.5% | +19.9% | +28.0% |
| 5Y | +37.2% | +30.7% | +6.4% | +12.9% |
| 10Y | +119.5% | +184.2% | -64.7% | +6.4% |
| All | +779.9% | +3,289.2% | -2,509.4% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling