+290.3%
CG vs PRU
+115.4%
+174.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +1.1% |
| 7D | -1.2% | +2.4% | -3.6% | -2.7% |
| 30D | +5.0% | +6.1% | -1.1% | +1.0% |
| 3M | -18.2% | -0.7% | -17.5% | -17.7% |
| 6M | -20.7% | +22.1% | -42.8% | -30.6% |
| YTD | -31.4% | +9.8% | -41.2% | -35.6% |
| 1Y | -22.3% | +19.4% | -41.6% | -30.9% |
| 3Y | +50.2% | +50.4% | -0.2% | +18.2% |
| 5Y | -22.1% | +37.2% | -59.2% | -34.8% |
| All | +290.3% | +115.4% | +174.9% | +148.7% |
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