+1,095.3%
CI vs PRU
+809.8%
+285.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | +0.1% |
| 7D | +1.0% | +4.8% | -3.8% | -1.0% |
| 30D | +9.9% | +7.9% | +2.0% | +6.3% |
| 3M | +12.1% | +3.1% | +9.0% | +10.5% |
| 6M | +10.6% | +25.2% | -14.6% | +0.1% |
| YTD | +11.4% | +12.7% | -1.3% | +5.0% |
| 1Y | +18.8% | +23.5% | -4.7% | +7.5% |
| 3Y | +2.9% | +50.6% | -47.7% | -17.1% |
| 5Y | +54.5% | +40.9% | +13.7% | +25.2% |
| 10Y | +175.7% | +125.5% | +50.3% | +67.8% |
| All | +1,095.3% | +809.8% | +285.4% | +166.5% |
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