-49.6%
CLF vs PRU
+38.4%
-88.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.3% | -8.9% | -9.5% |
| 7D | -21.0% | +4.8% | -25.8% | -24.4% |
| 30D | -8.0% | +7.9% | -15.9% | -15.0% |
| 3M | -10.9% | +3.1% | -14.0% | -14.4% |
| 6M | +5.8% | +25.2% | -19.4% | -14.8% |
| YTD | -15.1% | +12.7% | -27.9% | -25.4% |
| 1Y | +7.2% | +23.5% | -16.2% | -13.4% |
| 3Y | -34.2% | +50.6% | -84.8% | -56.2% |
| 5Y | -49.6% | +40.9% | -90.5% | -64.4% |
| All | -49.6% | +38.4% | -88.0% | -64.4% |
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