+6.8%
CI vs PRU
+47.2%
-40.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +1.3% | +1.9% | -0.6% | +0.9% |
| 30D | +4.4% | +2.7% | +1.7% | +3.9% |
| 3M | +0.7% | +19.5% | -18.8% | -2.9% |
| 6M | +0.3% | +26.6% | -26.3% | -4.3% |
| YTD | +3.8% | +12.3% | -8.5% | +1.1% |
| 1Y | -5.5% | +18.0% | -23.5% | -8.8% |
| All | +6.8% | +47.2% | -40.3% | -2.2% |
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 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