+639.5%
CEG vs PRU
+32.8%
+606.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.8% | +5.3% |
| 7D | +8.0% | +1.9% | +6.2% | +7.1% |
| 30D | +12.9% | +2.7% | +10.2% | +11.5% |
| 3M | +13.2% | +19.5% | -6.3% | +4.1% |
| 6M | -7.0% | +26.6% | -33.6% | -16.9% |
| YTD | -15.0% | +12.3% | -27.3% | -19.7% |
| 1Y | -2.7% | +18.0% | -20.8% | -10.4% |
| 3Y | +184.1% | +47.0% | +137.0% | +130.6% |
| All | +639.5% | +32.8% | +606.7% | +521.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling