+134.7%
CEG vs PRU
+56.8%
+77.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +12.1% | +3.6% | +8.5% | +10.8% |
| 30D | +0.2% | +8.9% | -8.6% | -3.3% |
| 3M | +0.7% | +0.2% | +0.5% | +0.3% |
| 6M | +2.2% | +23.7% | -21.5% | -7.2% |
| YTD | -20.3% | +13.7% | -34.1% | -24.9% |
| 1Y | -16.1% | +20.6% | -36.7% | -23.0% |
| 3Y | +134.7% | +56.3% | +78.3% | +72.4% |
| All | +134.7% | +56.8% | +77.9% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling