+109.4%
CAG vs PRU
+816.1%
-706.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +6.6% | +3.8% | +2.9% | +6.1% |
| 30D | +13.9% | +9.0% | +4.9% | +12.5% |
| 3M | +4.0% | +2.1% | +1.9% | +3.7% |
| 6M | +10.0% | +25.4% | -15.4% | +6.5% |
| YTD | -6.1% | +13.5% | -19.7% | -8.0% |
| 1Y | -4.3% | +21.3% | -25.6% | -7.1% |
| 3Y | -34.6% | +55.1% | -89.7% | -39.1% |
| 5Y | -39.4% | +43.6% | -83.0% | -43.4% |
| 10Y | -34.2% | +99.2% | -133.4% | -43.3% |
| All | +109.4% | +816.1% | -706.6% | +25.4% |
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 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