-51.4%
CLF vs PRU
+36.1%
-87.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +3.8% |
| 7D | -19.6% | +2.4% | -22.0% | -21.7% |
| 30D | -5.0% | +6.1% | -11.1% | -11.1% |
| 3M | -6.3% | -0.7% | -5.6% | -7.1% |
| 6M | +2.8% | +22.1% | -19.3% | -15.6% |
| YTD | -13.7% | +9.8% | -23.5% | -22.6% |
| 1Y | +13.6% | +19.4% | -5.8% | -5.7% |
| 3Y | -34.0% | +50.4% | -84.4% | -56.1% |
| All | -51.4% | +36.1% | -87.6% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling