+4,981.1%
CF vs PRU
+306.2%
+4,674.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.6% | -11.0% | -6.9% |
| 7D | -6.9% | +9.8% | -16.6% | -10.3% |
| 30D | -3.7% | +11.6% | -15.3% | -8.0% |
| 3M | -5.0% | +3.7% | -8.6% | -6.7% |
| 6M | -10.5% | +33.0% | -43.4% | -20.4% |
| YTD | +46.5% | +16.6% | +29.9% | +35.5% |
| 1Y | +34.8% | +26.9% | +7.9% | +20.6% |
| 3Y | +46.7% | +55.7% | -9.0% | +18.7% |
| 5Y | +112.0% | +44.5% | +67.5% | +74.1% |
| 10Y | +529.7% | +133.1% | +396.6% | +321.8% |
| All | +4,981.1% | +306.2% | +4,674.9% | +2,505.4% |
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 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