+73.0%
CF vs PRU
+47.2%
+25.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.1% |
| 7D | +6.0% | +1.9% | +4.1% | +5.7% |
| 30D | +14.8% | +2.7% | +12.1% | +14.4% |
| 3M | +14.1% | +19.5% | -5.4% | +10.8% |
| 6M | +28.5% | +26.6% | +1.9% | +23.3% |
| YTD | +74.9% | +12.3% | +62.6% | +72.9% |
| 1Y | +61.7% | +18.0% | +43.6% | +57.2% |
| All | +73.0% | +47.2% | +25.9% | +45.4% |
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