-25.6%
CG vs PRU
+19.0%
-44.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -0.9% |
| 7D | -4.3% | +1.9% | -6.2% | -5.7% |
| 30D | -5.1% | +2.7% | -7.8% | -7.2% |
| 3M | +8.7% | +19.5% | -10.8% | -6.0% |
| 6M | -9.2% | +26.6% | -35.9% | -25.6% |
| YTD | -18.9% | +12.3% | -31.2% | -27.0% |
| 1Y | -25.6% | +18.0% | -43.7% | -37.5% |
| All | -25.6% | +19.0% | -44.6% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling