+563.4%
CF vs PRU
+121.2%
+442.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.5% | +7.8% |
| 7D | +0.4% | +4.8% | -4.4% | -2.5% |
| 30D | +2.2% | +7.9% | -5.7% | -2.3% |
| 3M | +2.1% | +3.1% | -1.0% | -0.4% |
| 6M | -6.5% | +25.2% | -31.8% | -18.1% |
| YTD | +55.6% | +12.7% | +42.8% | +42.0% |
| 1Y | +42.3% | +23.5% | +18.8% | +23.3% |
| 3Y | +55.7% | +50.6% | +5.1% | +15.4% |
| 5Y | +122.4% | +40.9% | +81.6% | +65.8% |
| All | +563.4% | +121.2% | +442.2% | +194.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling