-20.9%
CG vs PRU
+36.1%
-57.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +1.8% |
| 7D | -1.2% | +2.4% | -3.6% | -3.4% |
| 30D | +5.0% | +6.1% | -1.1% | -0.7% |
| 3M | -18.2% | -0.7% | -17.5% | -17.7% |
| 6M | -20.7% | +22.1% | -42.8% | -34.6% |
| YTD | -31.4% | +9.8% | -41.2% | -37.7% |
| 1Y | -22.3% | +19.4% | -41.6% | -34.8% |
| 3Y | +50.2% | +50.4% | -0.2% | +3.4% |
| All | -20.9% | +36.1% | -57.0% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling