+652.6%
CLF vs PRU
+806.6%
-154.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.4% |
| 7D | +7.6% | +1.9% | +5.7% | +6.3% |
| 30D | -1.2% | +2.7% | -3.9% | -2.8% |
| 3M | -13.4% | +19.5% | -32.8% | -22.8% |
| 6M | +15.4% | +26.6% | -11.2% | -0.5% |
| YTD | -5.9% | +12.3% | -18.2% | -12.8% |
| 1Y | +18.8% | +18.0% | +0.8% | +6.2% |
| 3Y | -19.4% | +47.0% | -66.4% | -36.7% |
| 5Y | -47.7% | +48.4% | -96.1% | -58.6% |
| 10Y | +130.4% | +142.4% | -12.1% | +39.2% |
| All | +652.6% | +806.6% | -154.0% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling