-41.2%
CAG vs PRU
+43.7%
-85.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.8% |
| 3M | +16.3% | +14.7% | +1.6% | +13.0% |
| 6M | -16.0% | +25.7% | -41.7% | -20.0% |
| YTD | -7.7% | +8.3% | -16.0% | -9.5% |
| 1Y | -16.0% | +17.3% | -33.4% | -19.1% |
| 3Y | -37.7% | +43.2% | -80.9% | -43.8% |
| 5Y | -41.2% | +43.5% | -84.7% | -47.7% |
| All | -41.2% | +43.7% | -85.0% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling