-41.8%
CLF vs PRU
+42.1%
-83.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -4.0% |
| 7D | +10.4% | +3.6% | +6.8% | +7.3% |
| 30D | +0.6% | +8.9% | -8.3% | -7.8% |
| 3M | +4.1% | +0.2% | +3.9% | +2.7% |
| 6M | +15.1% | +23.7% | -8.6% | -6.2% |
| YTD | -4.7% | +13.7% | -18.5% | -16.9% |
| 1Y | +20.4% | +20.6% | -0.3% | -0.6% |
| 3Y | -23.4% | +56.3% | -79.7% | -50.6% |
| All | -41.8% | +42.1% | -83.9% | -59.1% |
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