-28.5%
CEG vs PRU
+19.8%
-48.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.5% |
| 7D | -4.7% | +2.4% | -7.1% | -5.1% |
| 30D | -16.6% | +6.1% | -22.7% | -17.5% |
| 3M | -4.1% | -0.7% | -3.4% | -4.0% |
| 6M | -22.3% | +22.1% | -44.4% | -27.1% |
| YTD | -28.9% | +9.8% | -38.7% | -28.4% |
| 1Y | -28.5% | +19.4% | -47.8% | -26.0% |
| All | -28.5% | +19.8% | -48.2% | -26.0% |
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