-21.4%
CEG vs PRU
+20.7%
-42.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +11.8% | -2.8% | +14.6% | +11.9% |
| 30D | -6.5% | +8.5% | -15.0% | -7.6% |
| 3M | -1.2% | +1.7% | -2.9% | -1.1% |
| 6M | -8.0% | +24.8% | -32.8% | -13.6% |
| YTD | -21.9% | +13.3% | -35.2% | -21.5% |
| 1Y | -21.4% | +21.4% | -42.8% | -19.0% |
| All | -21.4% | +20.7% | -42.2% | -19.0% |
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