+518.2%
CEG vs PRU
+29.7%
+488.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +5.3% |
| 7D | -4.7% | +2.4% | -7.1% | -6.0% |
| 30D | -16.6% | +6.1% | -22.7% | -19.1% |
| 3M | -4.1% | -0.7% | -3.4% | -4.5% |
| 6M | -22.3% | +22.1% | -44.4% | -29.7% |
| YTD | -28.9% | +9.8% | -38.7% | -32.6% |
| 1Y | -28.5% | +19.4% | -47.8% | -34.8% |
| 3Y | +104.3% | +50.4% | +53.9% | +63.2% |
| All | +518.2% | +29.7% | +488.5% | +422.0% |
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 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