-36.9%
CAG vs PRU
+102.7%
-139.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -1.8% | -2.8% | +1.1% | -1.3% |
| 30D | +9.7% | +8.5% | +1.2% | +8.1% |
| 3M | +0.5% | +1.7% | -1.3% | +0.1% |
| 6M | +8.9% | +24.8% | -15.8% | +4.8% |
| YTD | -8.4% | +13.3% | -21.6% | -10.6% |
| 1Y | -8.3% | +21.4% | -29.7% | -11.6% |
| 3Y | -36.1% | +54.8% | -90.9% | -41.4% |
| 5Y | -40.1% | +42.4% | -82.5% | -44.9% |
| 10Y | -36.9% | +98.4% | -135.3% | -43.6% |
| All | -36.9% | +102.7% | -139.6% | -43.6% |
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