-2.9%
CLX vs PRU
+145.9%
-148.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -9.2% | +1.9% | -11.1% | -9.3% |
| 30D | -11.0% | +2.7% | -13.8% | -11.2% |
| 3M | +5.0% | +19.5% | -14.4% | +4.0% |
| 6M | -18.8% | +26.6% | -45.5% | -19.9% |
| YTD | -4.4% | +12.3% | -16.7% | -5.1% |
| 1Y | -21.9% | +18.0% | -39.9% | -22.6% |
| 3Y | -32.8% | +47.0% | -79.8% | -34.2% |
| 5Y | -34.6% | +48.4% | -83.0% | -36.1% |
| All | -2.9% | +145.9% | -148.8% | -6.4% |
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 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