+110.8%
CAG vs PRU
+806.8%
-696.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | 0.0% |
| 7D | +4.6% | +3.2% | +1.4% | +4.1% |
| 30D | +14.7% | +7.9% | +6.7% | +13.4% |
| 3M | +2.4% | +1.8% | +0.6% | +2.1% |
| 6M | +10.7% | +24.1% | -13.4% | +7.3% |
| YTD | -5.5% | +12.4% | -17.9% | -7.3% |
| 1Y | -4.6% | +20.9% | -25.5% | -7.3% |
| 3Y | -34.4% | +55.5% | -89.9% | -39.0% |
| 5Y | -39.2% | +42.7% | -81.8% | -43.1% |
| 10Y | -39.0% | +106.1% | -145.1% | -47.7% |
| All | +110.8% | +806.8% | -696.0% | +26.4% |
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