+1.4%
CCL vs PRU
+48.6%
-47.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +1.1% |
| 7D | -5.0% | +1.9% | -6.9% | -7.0% |
| 30D | -20.3% | +2.7% | -23.1% | -22.7% |
| 3M | -15.1% | +19.5% | -34.6% | -30.0% |
| 6M | -15.1% | +26.6% | -41.8% | -34.1% |
| YTD | -21.8% | +12.3% | -34.1% | -31.4% |
| 1Y | -24.8% | +18.0% | -42.8% | -37.7% |
| 3Y | +51.9% | +47.0% | +4.8% | -4.5% |
| All | +1.4% | +48.6% | -47.2% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling