+350.2%
CG vs PRU
+296.4%
+53.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.0% |
| 7D | -4.3% | +1.9% | -6.2% | -5.4% |
| 30D | -5.1% | +2.7% | -7.8% | -6.7% |
| 3M | +8.7% | +19.5% | -10.8% | -3.0% |
| 6M | -9.2% | +26.6% | -35.9% | -21.9% |
| YTD | -18.9% | +12.3% | -31.2% | -24.7% |
| 1Y | -25.6% | +18.0% | -43.7% | -33.1% |
| 3Y | +57.3% | +47.0% | +10.3% | +26.7% |
| 5Y | +10.2% | +48.4% | -38.3% | -10.9% |
| 10Y | +364.2% | +142.4% | +221.8% | +161.8% |
| All | +350.2% | +296.4% | +53.7% | +102.3% |
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