+442.1%
CL vs PRU
+806.6%
-364.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.2% | +1.9% | -4.0% | -2.5% |
| 30D | -4.8% | +2.7% | -7.6% | -5.2% |
| 3M | +4.9% | +19.5% | -14.6% | +2.2% |
| 6M | -5.7% | +26.6% | -32.4% | -9.0% |
| YTD | +14.4% | +12.3% | +2.0% | +12.2% |
| 1Y | +8.7% | +18.0% | -9.3% | +5.8% |
| 3Y | +30.0% | +47.0% | -17.0% | +21.3% |
| 5Y | +28.4% | +48.4% | -20.1% | +18.6% |
| 10Y | +50.1% | +142.4% | -92.4% | +23.5% |
| All | +442.1% | +806.6% | -364.4% | +211.5% |
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