+271.0%
CG vs PRU
+97.4%
+173.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.9% |
| 7D | -1.5% | 0.0% | -1.5% | -1.4% |
| 30D | +5.7% | +7.9% | -2.2% | +0.5% |
| 3M | -17.9% | +0.9% | -18.8% | -18.3% |
| 6M | -20.2% | +22.4% | -42.6% | -30.3% |
| YTD | -32.0% | +12.7% | -44.7% | -37.3% |
| 1Y | -27.0% | +19.6% | -46.6% | -35.3% |
| 3Y | +42.8% | +54.0% | -11.2% | +10.5% |
| 5Y | -23.4% | +41.0% | -64.5% | -37.2% |
| All | +271.0% | +97.4% | +173.6% | +124.8% |
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