+578.5%
CLF vs PRU
+809.8%
-231.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.3% | -8.9% | -10.2% |
| 7D | -21.0% | +4.8% | -25.8% | -23.6% |
| 30D | -8.0% | +7.9% | -15.9% | -13.2% |
| 3M | -10.9% | +3.1% | -14.0% | -13.5% |
| 6M | +5.8% | +25.2% | -19.4% | -9.3% |
| YTD | -15.1% | +12.7% | -27.9% | -22.4% |
| 1Y | +7.2% | +23.5% | -16.2% | -7.5% |
| 3Y | -34.2% | +50.6% | -84.8% | -49.6% |
| 5Y | -49.6% | +40.9% | -90.5% | -59.3% |
| 10Y | +109.9% | +125.5% | -15.5% | +30.8% |
| All | +578.5% | +809.8% | -231.3% | +65.0% |
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