+341.4%
CG vs PRU
+139.4%
+202.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -0.7% |
| 7D | -1.3% | +1.9% | -3.2% | -2.5% |
| 30D | -3.2% | -0.4% | -2.7% | -2.9% |
| 3M | +6.2% | +16.4% | -10.2% | -4.1% |
| 6M | -4.7% | +26.0% | -30.7% | -18.4% |
| YTD | -20.6% | +9.9% | -30.5% | -25.6% |
| 1Y | -26.4% | +18.8% | -45.1% | -34.4% |
| 3Y | +55.4% | +45.3% | +10.0% | +24.8% |
| 5Y | +9.8% | +45.6% | -35.7% | -11.0% |
| 10Y | +341.4% | +139.6% | +201.7% | +153.8% |
| All | +341.4% | +139.4% | +202.0% | +153.8% |
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 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