+20.2%
CLF vs PRU
+27.9%
-7.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.6% | -15.8% | -11.3% |
| 7D | -7.9% | +9.8% | -17.7% | -11.2% |
| 30D | +5.2% | +11.6% | -6.3% | -0.4% |
| 3M | +4.3% | +3.7% | +0.6% | +3.7% |
| 6M | +25.3% | +33.0% | -7.7% | +3.6% |
| YTD | -3.3% | +16.6% | -19.9% | -17.8% |
| 1Y | +20.2% | +26.9% | -6.7% | +0.7% |
| All | +20.2% | +27.9% | -7.7% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling