+732.7%
CLS vs PRU
+46.4%
+686.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.4% |
| 7D | -22.2% | +2.4% | -24.6% | -22.9% |
| 30D | -44.4% | +6.1% | -50.5% | -45.8% |
| 3M | -34.3% | -0.7% | -33.6% | -34.3% |
| 6M | -50.1% | +22.1% | -72.1% | -54.7% |
| YTD | -30.1% | +9.8% | -39.9% | -33.9% |
| 1Y | -39.3% | +19.4% | -58.7% | -45.4% |
| 3Y | +732.7% | +50.4% | +682.3% | +487.4% |
| All | +732.7% | +46.4% | +686.3% | +487.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling