+16.7%
CCL vs PRU
+22.1%
-5.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -1.1% |
| 7D | +5.8% | +3.8% | +2.0% | +2.8% |
| 30D | +17.3% | +9.0% | +8.2% | +9.4% |
| 3M | +11.3% | +2.1% | +9.2% | +9.5% |
| 6M | +18.5% | +25.4% | -7.0% | -3.5% |
| YTD | +2.8% | +13.5% | -10.7% | -11.3% |
| 1Y | +16.7% | +21.3% | -4.6% | -6.3% |
| All | +16.7% | +22.1% | -5.3% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling