+17.9%
PRU vs CYCU
-99.9%
+117.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | +1.9% | -8.1% | +9.9% | +1.9% |
| 30D | +2.7% | -43.0% | +45.7% | +2.8% |
| 3M | +19.5% | -50.8% | +70.3% | +20.3% |
| 6M | +26.6% | -74.1% | +100.8% | +27.9% |
| YTD | +12.3% | -84.0% | +96.3% | +14.0% |
| 1Y | +18.0% | -92.2% | +110.3% | +18.7% |
| All | +17.9% | -99.9% | +117.7% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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