-37.1%
CAG vs PRU
+46.6%
-83.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.0% |
| 7D | -5.3% | +1.9% | -7.2% | -5.6% |
| 30D | +1.0% | -0.4% | +1.4% | +1.0% |
| 3M | +17.4% | +16.4% | +0.9% | +14.3% |
| 6M | -16.8% | +26.0% | -42.8% | -20.1% |
| YTD | -6.8% | +9.9% | -16.7% | -8.5% |
| 1Y | -15.4% | +18.8% | -34.1% | -18.2% |
| 3Y | -37.1% | +45.3% | -82.4% | -45.0% |
| All | -37.1% | +46.6% | -83.7% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling