+134.7%
PRU vs CPAY
+155.3%
-20.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -3.8% | -2.7% | -1.2% | -2.4% |
| 30D | -2.0% | +0.6% | -2.6% | -2.4% |
| 3M | +14.0% | +17.0% | -3.1% | +4.3% |
| 6M | +27.2% | +24.1% | +3.1% | +11.4% |
| YTD | +9.1% | +35.7% | -26.7% | -10.7% |
| 1Y | +18.1% | +34.0% | -16.0% | -3.4% |
| 3Y | +44.3% | +50.3% | -6.0% | +6.4% |
| 5Y | +45.7% | +56.7% | -10.9% | +1.3% |
| All | +134.7% | +155.3% | -20.7% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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