+295.1%
PRU vs CPAY
+1,528.2%
-1,233.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.0% |
| 7D | +1.9% | +0.6% | +1.4% | +1.6% |
| 30D | -0.4% | +3.6% | -4.0% | -2.4% |
| 3M | +16.4% | +16.6% | -0.2% | +6.8% |
| 6M | +26.0% | +29.5% | -3.4% | +8.1% |
| YTD | +9.9% | +35.3% | -25.4% | -9.4% |
| 1Y | +18.8% | +30.6% | -11.9% | -0.9% |
| 3Y | +45.4% | +49.7% | -4.4% | +8.8% |
| 5Y | +45.6% | +54.4% | -8.9% | +3.9% |
| 10Y | +139.6% | +142.8% | -3.2% | +34.0% |
| All | +295.1% | +1,528.2% | -1,233.1% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling