+181.4%
CFG vs PRU
+47.2%
+134.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.8% |
| 7D | +1.5% | +1.9% | -0.3% | -0.2% |
| 30D | -3.8% | +2.7% | -6.6% | -6.1% |
| 3M | +11.5% | +19.5% | -8.0% | -5.1% |
| 6M | +19.2% | +26.6% | -7.5% | -4.3% |
| YTD | +23.7% | +12.3% | +11.4% | +10.3% |
| 1Y | +38.8% | +18.0% | +20.8% | +17.8% |
| All | +181.4% | +47.2% | +134.2% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling