+5.9%
CLX vs PRU
+20.8%
-14.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.2% | +4.6% |
| 7D | +17.4% | +3.2% | +14.2% | +15.9% |
| 30D | +27.8% | +7.9% | +19.8% | +24.4% |
| 3M | +3.0% | +1.8% | +1.2% | +2.0% |
| 6M | +17.5% | +24.1% | -6.6% | +11.5% |
| YTD | +10.0% | +12.4% | -2.4% | +5.4% |
| All | +5.9% | +20.8% | -14.9% | -4.1% |
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