+1,751.5%
CLS vs PRU
+115.4%
+1,636.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.4% | +5.5% | +6.6% |
| 7D | -10.6% | +3.2% | -13.7% | -12.3% |
| 30D | -38.4% | +7.9% | -46.4% | -41.4% |
| 3M | -29.9% | +1.8% | -31.7% | -31.1% |
| 6M | -40.6% | +24.1% | -64.8% | -48.2% |
| YTD | -24.6% | +12.4% | -37.0% | -31.3% |
| 1Y | -30.8% | +20.9% | -51.7% | -39.6% |
| 3Y | +811.7% | +55.5% | +756.3% | +575.4% |
| 5Y | +1,838.4% | +42.7% | +1,795.8% | +1,396.5% |
| 10Y | +1,751.5% | +106.1% | +1,645.3% | +1,048.0% |
| All | +1,751.5% | +115.4% | +1,636.1% | +1,048.0% |
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 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