+219.8%
CFG vs PRU
+102.7%
+117.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.1% |
| 7D | -0.8% | -2.8% | +2.0% | +1.9% |
| 30D | +3.1% | +8.5% | -5.4% | -4.8% |
| 3M | -9.7% | +1.7% | -11.5% | -11.6% |
| 6M | +6.7% | +24.8% | -18.1% | -13.9% |
| YTD | +15.2% | +13.3% | +1.9% | +0.6% |
| 1Y | +28.8% | +21.4% | +7.4% | +5.3% |
| 3Y | +190.1% | +54.8% | +135.3% | +87.9% |
| 5Y | +63.4% | +42.4% | +21.0% | +15.9% |
| 10Y | +219.8% | +98.4% | +121.3% | +58.6% |
| All | +219.8% | +102.7% | +117.1% | +58.6% |
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 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