+76.3%
CL vs PRU
+115.4%
-39.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +1.0% |
| 7D | +0.5% | +3.2% | -2.6% | -0.1% |
| 30D | +11.6% | +7.9% | +3.7% | +10.1% |
| 3M | +5.6% | +1.8% | +3.8% | +5.2% |
| 6M | +13.2% | +24.1% | -11.0% | +8.9% |
| YTD | +26.9% | +12.4% | +14.6% | +24.0% |
| 1Y | +27.3% | +20.9% | +6.4% | +22.7% |
| 3Y | +39.7% | +55.5% | -15.8% | +27.0% |
| 5Y | +41.3% | +42.7% | -1.3% | +29.1% |
| 10Y | +76.3% | +106.1% | -29.9% | +52.1% |
| All | +76.3% | +115.4% | -39.1% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling