+1,628.1%
CLS vs PRU
+115.4%
+1,512.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.9% |
| 7D | -22.2% | +2.4% | -24.6% | -23.5% |
| 30D | -44.4% | +6.1% | -50.5% | -46.6% |
| 3M | -34.3% | -0.7% | -33.6% | -34.6% |
| 6M | -50.1% | +22.1% | -72.1% | -56.1% |
| YTD | -30.1% | +9.8% | -39.9% | -35.5% |
| 1Y | -39.3% | +19.4% | -58.7% | -46.8% |
| 3Y | +732.7% | +50.4% | +682.3% | +528.6% |
| 5Y | +1,777.2% | +37.2% | +1,740.0% | +1,380.6% |
| All | +1,628.1% | +115.4% | +1,512.7% | +997.0% |
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