+50.2%
CG vs PRU
+46.4%
+3.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +2.0% |
| 7D | -1.2% | +2.4% | -3.6% | -3.5% |
| 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% | -35.5% |
| YTD | -31.4% | +9.8% | -41.2% | -38.0% |
| 1Y | -22.3% | +19.4% | -41.6% | -35.7% |
| 3Y | +50.2% | +50.4% | -0.2% | -0.6% |
| All | +50.2% | +46.4% | +3.7% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling