+111.0%
CAG vs PRU
+806.6%
-695.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 3M | +23.5% | +19.5% | +4.0% | +20.4% |
| 6M | -14.8% | +26.6% | -41.5% | -17.7% |
| YTD | -5.4% | +12.3% | -17.8% | -7.2% |
| 1Y | -11.8% | +18.0% | -29.9% | -14.1% |
| 3Y | -36.7% | +47.0% | -83.7% | -40.6% |
| 5Y | -40.3% | +48.4% | -88.7% | -44.5% |
| 10Y | -37.0% | +142.4% | -179.4% | -47.3% |
| All | +111.0% | +806.6% | -695.6% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling