-11.8%
CAG vs PRU
+19.0%
-30.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -3.8% | +1.9% | -5.7% | -4.1% |
| 30D | +3.1% | +2.7% | +0.4% | +2.6% |
| 3M | +23.5% | +19.5% | +4.0% | +20.6% |
| 6M | -14.8% | +26.6% | -41.5% | -17.4% |
| YTD | -5.4% | +12.3% | -17.8% | -7.1% |
| 1Y | -11.8% | +18.0% | -29.9% | -15.5% |
| All | -11.8% | +19.0% | -30.8% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling