+56.3%
PRU vs CPAY
+101.0%
-44.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.4% |
| 7D | +3.6% | +1.6% | +2.1% | +3.0% |
| 30D | +8.9% | +17.6% | -8.7% | +2.4% |
| 3M | +0.2% | +8.7% | -8.5% | -3.0% |
| 6M | +23.7% | +39.5% | -15.8% | +8.8% |
| YTD | +13.7% | +53.6% | -39.8% | -5.3% |
| 1Y | +20.6% | +63.3% | -42.6% | -2.4% |
| 3Y | +56.3% | +101.7% | -45.4% | +21.6% |
| All | +56.3% | +101.0% | -44.7% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling