+405.9%
CLX vs PRU
+785.9%
-380.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | +13.6% | +2.4% | +11.2% | +13.3% |
| 30D | +23.4% | +6.1% | +17.2% | +22.6% |
| 3M | -2.8% | -0.7% | -2.1% | -2.7% |
| 6M | +14.0% | +22.1% | -8.1% | +11.5% |
| YTD | +4.2% | +9.8% | -5.6% | +3.0% |
| 1Y | -1.2% | +19.4% | -20.5% | -3.2% |
| 3Y | -12.7% | +50.4% | -63.1% | -17.0% |
| 5Y | -26.5% | +37.2% | -63.6% | -30.0% |
| 10Y | +20.2% | +119.5% | -99.3% | +4.2% |
| All | +405.9% | +785.9% | -380.0% | +208.8% |
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