+1,763.7%
CLS vs PRU
+36.1%
+1,727.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.8% |
| 7D | -22.2% | +2.4% | -24.6% | -23.4% |
| 30D | -44.4% | +6.1% | -50.5% | -46.5% |
| 3M | -34.3% | -0.7% | -33.6% | -34.5% |
| 6M | -50.1% | +22.1% | -72.1% | -56.1% |
| YTD | -30.1% | +9.8% | -39.9% | -35.4% |
| 1Y | -39.3% | +19.4% | -58.7% | -47.0% |
| 3Y | +732.7% | +50.4% | +682.3% | +501.9% |
| All | +1,763.7% | +36.1% | +1,727.5% | +1,311.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling