+506.1%
CL vs PRU
+809.8%
-303.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.4% |
| 7D | +5.9% | +4.8% | +1.2% | +5.2% |
| 30D | +13.8% | +7.9% | +5.9% | +12.5% |
| 3M | +6.4% | +3.1% | +3.3% | +5.9% |
| 6M | +15.6% | +25.2% | -9.6% | +11.8% |
| YTD | +27.9% | +12.7% | +15.1% | +25.3% |
| 1Y | +31.4% | +23.5% | +7.9% | +27.0% |
| 3Y | +41.4% | +50.6% | -9.2% | +31.5% |
| 5Y | +42.8% | +40.9% | +1.9% | +33.0% |
| 10Y | +79.7% | +125.5% | -45.8% | +49.4% |
| All | +506.1% | +809.8% | -303.7% | +248.0% |
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