-10.2%
CLX vs PRU
+56.4%
-66.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +13.6% | +3.8% | +9.9% | +12.7% |
| 30D | +29.1% | +9.0% | +20.0% | +26.9% |
| 3M | +1.6% | +2.1% | -0.6% | +1.0% |
| 6M | +18.7% | +25.4% | -6.7% | +14.4% |
| YTD | +11.1% | +13.5% | -2.4% | +8.3% |
| 1Y | +7.0% | +21.3% | -14.3% | +3.3% |
| All | -10.2% | +56.4% | -66.7% | -22.5% |
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