-29.4%
CCL vs PRU
+107.2%
-136.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -1.3% |
| 7D | +5.8% | +3.8% | +2.0% | +1.9% |
| 30D | +17.3% | +9.0% | +8.2% | +7.1% |
| 3M | +11.3% | +2.1% | +9.2% | +8.4% |
| 6M | +18.5% | +25.4% | -7.0% | -7.4% |
| YTD | +2.8% | +13.5% | -10.7% | -11.1% |
| 1Y | +16.7% | +21.3% | -4.6% | -5.8% |
| 3Y | +146.0% | +55.1% | +90.9% | +50.5% |
| 5Y | +33.6% | +43.6% | -9.9% | -8.6% |
| 10Y | -29.4% | +99.2% | -128.7% | -65.4% |
| All | -29.4% | +107.2% | -136.7% | -65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling