-32.0%
CLX vs PRU
+47.2%
-79.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -9.2% | +1.9% | -11.1% | -9.5% |
| 30D | -11.0% | +2.7% | -13.8% | -11.4% |
| 3M | +5.0% | +19.5% | -14.4% | +2.2% |
| 6M | -18.8% | +26.6% | -45.5% | -21.8% |
| YTD | -4.4% | +12.3% | -16.7% | -6.4% |
| 1Y | -21.9% | +18.0% | -39.9% | -24.1% |
| All | -32.0% | +47.2% | -79.1% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling