+1,770.4%
CLS vs PRU
+103.1%
+1,667.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | -13.9% | +3.8% | -17.6% | -15.8% |
| 30D | -38.2% | +9.0% | -47.2% | -41.5% |
| 3M | -28.8% | +2.1% | -31.0% | -30.2% |
| 6M | -40.4% | +25.4% | -65.8% | -48.3% |
| YTD | -24.3% | +13.5% | -37.8% | -31.4% |
| 1Y | -35.0% | +21.3% | -56.4% | -43.4% |
| 3Y | +778.7% | +55.1% | +723.6% | +551.4% |
| 5Y | +1,884.8% | +43.6% | +1,841.3% | +1,426.0% |
| All | +1,770.4% | +103.1% | +1,667.3% | +1,044.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling