+838.1%
CLS vs PRU
+56.8%
+781.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.7% |
| 7D | +16.3% | +3.6% | +12.7% | +14.8% |
| 30D | -25.7% | +8.9% | -34.5% | -28.2% |
| 3M | -30.9% | +0.2% | -31.0% | -31.0% |
| 6M | -35.5% | +23.7% | -59.2% | -41.6% |
| YTD | -18.7% | +13.7% | -32.4% | -24.1% |
| 1Y | -17.9% | +20.6% | -38.5% | -25.9% |
| 3Y | +838.1% | +56.3% | +781.8% | +515.9% |
| All | +838.1% | +56.8% | +781.3% | +515.9% |
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