-31.9%
CEG vs PRU
+27.9%
-59.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.6% | -13.3% | -7.2% |
| 7D | -4.8% | +9.8% | -14.5% | -5.7% |
| 30D | -8.2% | +11.6% | -19.8% | -9.4% |
| 3M | -7.9% | +3.7% | -11.6% | -7.8% |
| 6M | -23.2% | +33.0% | -56.2% | -28.7% |
| YTD | -30.1% | +16.6% | -46.7% | -29.9% |
| 1Y | -31.9% | +26.9% | -58.8% | -30.0% |
| All | -31.9% | +27.9% | -59.8% | -30.0% |
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