-17.5%
CLF vs PRU
+47.2%
-64.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.6% |
| 7D | +7.6% | +1.9% | +5.7% | +5.9% |
| 30D | -1.2% | +2.7% | -3.9% | -3.4% |
| 3M | -13.4% | +19.5% | -32.8% | -25.8% |
| 6M | +15.4% | +26.6% | -11.2% | -5.6% |
| YTD | -5.9% | +12.3% | -18.2% | -15.7% |
| 1Y | +18.8% | +18.0% | +0.8% | +1.3% |
| All | -17.5% | +47.2% | -64.7% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling