+5,967.0%
CF vs PRU
+291.4%
+5,675.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.9% |
| 7D | +6.0% | +1.9% | +4.1% | +5.2% |
| 30D | +14.8% | +2.7% | +12.1% | +13.6% |
| 3M | +14.1% | +19.5% | -5.4% | +6.2% |
| 6M | +28.5% | +26.6% | +1.9% | +16.1% |
| YTD | +74.9% | +12.3% | +62.6% | +64.8% |
| 1Y | +61.7% | +18.0% | +43.6% | +49.1% |
| 3Y | +80.3% | +47.0% | +33.3% | +49.8% |
| 5Y | +226.0% | +48.4% | +177.5% | +166.0% |
| 10Y | +569.9% | +142.4% | +427.4% | +344.4% |
| All | +5,967.0% | +291.4% | +5,675.6% | +3,068.2% |
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