+83.5%
CLF vs PRU
+107.2%
-23.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.0% |
| 7D | -9.1% | +3.8% | -12.8% | -12.4% |
| 30D | -0.9% | +9.0% | -10.0% | -9.4% |
| 3M | +3.0% | +2.1% | +0.8% | -0.4% |
| 6M | +16.7% | +25.4% | -8.7% | -6.0% |
| YTD | -3.2% | +13.5% | -16.7% | -15.2% |
| 1Y | +24.6% | +21.3% | +3.3% | +2.8% |
| 3Y | -22.3% | +55.1% | -77.4% | -48.6% |
| 5Y | -41.2% | +43.6% | -84.8% | -58.5% |
| 10Y | +83.5% | +99.2% | -15.7% | -2.2% |
| All | +83.5% | +107.2% | -23.7% | -2.2% |
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