-33.8%
CAG vs PRU
+135.5%
-169.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -6.6% | -1.9% | -4.7% | -6.3% |
| 30D | +2.3% | -2.6% | +4.9% | +2.7% |
| 3M | +16.3% | +14.7% | +1.6% | +13.7% |
| 6M | -16.0% | +25.7% | -41.7% | -19.2% |
| YTD | -7.7% | +8.3% | -16.0% | -9.1% |
| 1Y | -16.0% | +17.3% | -33.4% | -18.5% |
| 3Y | -37.7% | +43.2% | -80.9% | -42.0% |
| 5Y | -41.2% | +43.5% | -84.7% | -45.7% |
| 10Y | -33.8% | +134.6% | -168.4% | -35.4% |
| All | -33.8% | +135.5% | -169.3% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling