+5,294.5%
CF vs PRU
+292.8%
+5,001.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.5% | +7.4% |
| 7D | +0.4% | +4.8% | -4.4% | -1.7% |
| 30D | +2.2% | +7.9% | -5.7% | -1.1% |
| 3M | +2.1% | +3.1% | -1.0% | +0.3% |
| 6M | -6.5% | +25.2% | -31.8% | -15.0% |
| YTD | +55.6% | +12.7% | +42.8% | +45.6% |
| 1Y | +42.3% | +23.5% | +18.8% | +28.5% |
| 3Y | +55.7% | +50.6% | +5.1% | +27.5% |
| 5Y | +122.4% | +40.9% | +81.6% | +84.2% |
| 10Y | +568.5% | +125.5% | +443.1% | +353.1% |
| All | +5,294.5% | +292.8% | +5,001.7% | +2,698.6% |
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