+439.5%
CLX vs PRU
+816.1%
-376.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | +13.6% | +3.8% | +9.9% | +13.2% |
| 30D | +29.1% | +9.0% | +20.0% | +27.9% |
| 3M | +1.6% | +2.1% | -0.6% | +1.4% |
| 6M | +18.7% | +25.4% | -6.7% | +15.8% |
| YTD | +11.1% | +13.5% | -2.4% | +9.4% |
| 1Y | +7.0% | +21.3% | -14.3% | +4.7% |
| 3Y | -10.0% | +55.1% | -65.1% | -14.7% |
| 5Y | -22.6% | +43.6% | -66.2% | -26.6% |
| 10Y | +29.3% | +99.2% | -69.9% | +13.6% |
| All | +439.5% | +816.1% | -376.6% | +228.1% |
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 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