+237.6%
CFG vs PRU
+115.4%
+122.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | +1.5% |
| 7D | -0.9% | +2.4% | -3.3% | -3.3% |
| 30D | +1.1% | +6.1% | -5.1% | -4.8% |
| 3M | -12.0% | -0.7% | -11.3% | -11.8% |
| 6M | -2.2% | +22.1% | -24.3% | -19.5% |
| YTD | +11.4% | +9.8% | +1.6% | +0.2% |
| 1Y | +27.8% | +19.4% | +8.5% | +6.2% |
| 3Y | +173.3% | +50.4% | +122.9% | +81.8% |
| 5Y | +62.4% | +37.2% | +25.3% | +19.3% |
| All | +237.6% | +115.4% | +122.2% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling