-5.6%
CLX vs PRU
+27.9%
-33.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.6% | -0.9% | +3.1% |
| 7D | +14.2% | +9.8% | +4.4% | +10.3% |
| 30D | +22.7% | +11.6% | +11.1% | +18.0% |
| 3M | -2.8% | +3.7% | -6.5% | -4.6% |
| 6M | +17.7% | +33.0% | -15.3% | +9.6% |
| YTD | +3.3% | +16.6% | -13.2% | -2.5% |
| 1Y | -5.6% | +26.9% | -32.6% | -16.4% |
| All | -5.6% | +27.9% | -33.5% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling