-25.4%
CEG vs PRU
+22.1%
-47.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.1% |
| 7D | +1.7% | +3.8% | -2.1% | +1.3% |
| 30D | -10.2% | +9.0% | -19.2% | -11.3% |
| 3M | -0.8% | +2.1% | -3.0% | -0.9% |
| 6M | -11.5% | +25.4% | -36.9% | -17.0% |
| YTD | -23.9% | +13.5% | -37.4% | -23.5% |
| 1Y | -25.4% | +21.3% | -46.7% | -23.1% |
| All | -25.4% | +22.1% | -47.5% | -23.1% |
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