+24.6%
CLF vs PRU
+22.1%
+2.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.5% |
| 7D | -9.1% | +3.8% | -12.8% | -10.1% |
| 30D | -0.9% | +9.0% | -10.0% | -5.4% |
| 3M | +3.0% | +2.1% | +0.8% | +2.8% |
| 6M | +16.7% | +25.4% | -8.7% | -0.3% |
| YTD | -3.2% | +13.5% | -16.7% | -16.6% |
| 1Y | +24.6% | +21.3% | +3.3% | +7.6% |
| All | +24.6% | +22.1% | +2.5% | +7.6% |
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