+2,755.1%
CLS vs PRU
+142.7%
+2,612.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +4.6% | +1.9% | +2.7% | +3.5% |
| 30D | -13.9% | +2.7% | -16.6% | -15.2% |
| 3M | -26.6% | +19.5% | -46.0% | -33.9% |
| 6M | +15.4% | +26.6% | -11.2% | +0.2% |
| YTD | +5.7% | +12.3% | -6.7% | -2.8% |
| 1Y | +41.1% | +18.0% | +23.1% | +25.1% |
| 3Y | +1,228.6% | +47.0% | +1,181.6% | +928.1% |
| 5Y | +3,240.6% | +48.4% | +3,192.2% | +2,453.6% |
| All | +2,755.1% | +142.7% | +2,612.5% | +1,632.2% |
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 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