+61.7%
CF vs PRU
+19.0%
+42.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.5% |
| 7D | +6.0% | +1.9% | +4.1% | +6.5% |
| 30D | +14.8% | +2.7% | +12.1% | +15.6% |
| 3M | +14.1% | +19.5% | -5.4% | +19.3% |
| 6M | +28.5% | +26.6% | +1.9% | +38.1% |
| YTD | +74.9% | +12.3% | +62.6% | +90.0% |
| 1Y | +61.7% | +18.0% | +43.6% | +73.7% |
| All | +61.7% | +19.0% | +42.7% | +73.7% |
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