+492.8%
CEG vs PRU
+33.2%
+459.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.2% |
| 7D | -9.4% | +4.8% | -14.2% | -11.4% |
| 30D | -20.2% | +7.9% | -28.1% | -23.1% |
| 3M | -9.5% | +3.1% | -12.6% | -11.1% |
| 6M | -25.0% | +25.2% | -50.2% | -32.7% |
| YTD | -31.9% | +12.7% | -44.6% | -36.0% |
| 1Y | -33.7% | +23.5% | -57.1% | -40.3% |
| 3Y | +108.7% | +50.6% | +58.1% | +66.9% |
| All | +492.8% | +33.2% | +459.5% | +395.6% |
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