+364.2%
CLX vs PRU
+806.6%
-442.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -9.2% | +1.9% | -11.1% | -9.4% |
| 30D | -11.0% | +2.7% | -13.8% | -11.3% |
| 3M | +5.0% | +19.5% | -14.4% | +3.0% |
| 6M | -18.8% | +26.6% | -45.5% | -20.9% |
| YTD | -4.4% | +12.3% | -16.7% | -5.7% |
| 1Y | -21.9% | +18.0% | -39.9% | -23.4% |
| 3Y | -32.8% | +47.0% | -79.8% | -36.0% |
| 5Y | -34.6% | +48.4% | -83.0% | -38.2% |
| 10Y | -4.7% | +142.4% | -147.1% | -18.5% |
| All | +364.2% | +806.6% | -442.4% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling