+10.9%
CMG vs PRU
+27.9%
-17.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.6% | -0.7% | +3.0% |
| 7D | +22.5% | +9.8% | +12.8% | +18.0% |
| 30D | +14.1% | +11.6% | +2.5% | +9.2% |
| 3M | +4.1% | +3.7% | +0.4% | +2.1% |
| 6M | +10.1% | +33.0% | -22.9% | -3.1% |
| YTD | -4.9% | +16.6% | -21.4% | -12.8% |
| 1Y | +10.9% | +26.9% | -16.0% | -7.5% |
| All | +10.9% | +27.9% | -17.0% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling