+43.5%
PRU vs CPAY
+54.3%
-10.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -1.9% | -2.5% | +0.6% | -0.8% |
| 30D | -2.6% | +1.3% | -3.9% | -3.2% |
| 3M | +14.7% | +13.5% | +1.2% | +8.3% |
| 6M | +25.7% | +24.7% | +1.0% | +13.0% |
| YTD | +8.3% | +34.9% | -26.7% | -7.4% |
| 1Y | +17.3% | +29.7% | -12.4% | +1.8% |
| 3Y | +43.2% | +49.4% | -6.2% | +12.9% |
| 5Y | +43.5% | +53.5% | -10.0% | +5.0% |
| All | +43.5% | +54.3% | -10.8% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling