+73.4%
CL vs PRU
+115.4%
-42.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -1.7% |
| 7D | +1.3% | +2.4% | -1.1% | +0.9% |
| 30D | +11.4% | +6.1% | +5.2% | +10.2% |
| 3M | +4.4% | -0.7% | +5.1% | +4.5% |
| 6M | +10.8% | +22.1% | -11.3% | +7.0% |
| YTD | +25.1% | +9.8% | +15.3% | +22.7% |
| 1Y | +28.0% | +19.4% | +8.6% | +23.7% |
| 3Y | +37.6% | +50.4% | -12.8% | +25.9% |
| 5Y | +39.7% | +37.2% | +2.5% | +28.6% |
| All | +73.4% | +115.4% | -42.0% | +53.9% |
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 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