-22.1%
CG vs PRU
+20.7%
-42.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | -3.8% | -2.8% | -1.0% | -1.4% |
| 30D | +7.5% | +8.5% | -1.0% | +0.6% |
| 3M | -14.4% | +1.7% | -16.1% | -15.6% |
| 6M | -15.7% | +24.8% | -40.4% | -29.9% |
| YTD | -29.0% | +13.3% | -42.2% | -36.8% |
| 1Y | -22.1% | +21.4% | -43.5% | -36.2% |
| All | -22.1% | +20.7% | -42.8% | -36.2% |
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