+283.0%
CG vs PRU
+297.8%
-14.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.2% | -4.4% |
| 7D | -1.5% | +4.8% | -6.3% | -4.3% |
| 30D | +2.8% | +7.9% | -5.1% | -1.9% |
| 3M | -19.2% | +3.1% | -22.3% | -20.7% |
| 6M | -21.0% | +25.2% | -46.2% | -31.4% |
| YTD | -31.0% | +12.7% | -43.7% | -36.0% |
| 1Y | -21.1% | +23.5% | -44.6% | -30.9% |
| 3Y | +48.8% | +50.6% | -1.8% | +18.3% |
| 5Y | -21.5% | +40.9% | -62.4% | -34.7% |
| 10Y | +298.1% | +125.5% | +172.7% | +133.6% |
| All | +283.0% | +297.8% | -14.9% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling