+5.8%
CLF vs PRU
+28.4%
-22.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.3% | -8.9% | -12.2% |
| 7D | -21.0% | +4.8% | -25.8% | -20.0% |
| 30D | -8.0% | +7.9% | -15.9% | -8.3% |
| 3M | -10.9% | +3.1% | -14.0% | -8.6% |
| 6M | +5.8% | +25.2% | -19.4% | -11.2% |
| All | +5.8% | +28.4% | -22.6% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling