+19.1%
CLX vs PRU
+115.4%
-96.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.4% |
| 7D | +13.6% | +2.4% | +11.2% | +13.4% |
| 30D | +23.4% | +6.1% | +17.2% | +22.9% |
| 3M | -2.8% | -0.7% | -2.1% | -2.8% |
| 6M | +14.0% | +22.1% | -8.1% | +12.7% |
| YTD | +4.2% | +9.8% | -5.6% | +3.5% |
| 1Y | -1.2% | +19.4% | -20.5% | -2.2% |
| 3Y | -12.7% | +50.4% | -63.1% | -14.6% |
| 5Y | -26.5% | +37.2% | -63.6% | -28.1% |
| All | +19.1% | +115.4% | -96.2% | +21.9% |
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 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