+43.5%
PRU vs CNI
+10.3%
+33.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.1% |
| 7D | -1.9% | +0.9% | -2.7% | -2.3% |
| 30D | -2.6% | -2.1% | -0.5% | -1.6% |
| 3M | +14.7% | +1.8% | +12.9% | +13.4% |
| 6M | +25.7% | +14.8% | +10.9% | +16.2% |
| YTD | +8.3% | +25.4% | -17.1% | -5.1% |
| 1Y | +17.3% | +32.9% | -15.6% | -0.8% |
| 3Y | +43.2% | +20.2% | +23.0% | +25.6% |
| 5Y | +43.5% | +12.2% | +31.4% | +29.6% |
| All | +43.5% | +10.3% | +33.2% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling