+274.8%
CG vs PRU
+99.2%
+175.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | +0.2% | +3.6% | -3.4% | -2.1% |
| 30D | +11.2% | +8.9% | +2.3% | +5.2% |
| 3M | -22.1% | +0.2% | -22.3% | -22.1% |
| 6M | -17.9% | +23.7% | -41.7% | -28.9% |
| YTD | -31.3% | +13.7% | -45.0% | -37.0% |
| 1Y | -24.0% | +20.6% | -44.6% | -33.0% |
| 3Y | +45.0% | +56.3% | -11.4% | +11.1% |
| 5Y | -22.6% | +42.3% | -65.0% | -36.9% |
| All | +274.8% | +99.2% | +175.6% | +125.8% |
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