+322.3%
CMG vs PRU
+135.5%
+186.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | -6.5% | -1.9% | -4.6% | -6.0% |
| 30D | +12.1% | -2.6% | +14.7% | +12.9% |
| 3M | +20.6% | +14.7% | +5.9% | +15.4% |
| 6M | +2.1% | +25.7% | -23.6% | -5.1% |
| YTD | -2.6% | +8.3% | -10.9% | -5.4% |
| 1Y | -8.7% | +17.3% | -26.0% | -13.6% |
| 3Y | -7.4% | +43.2% | -50.6% | -18.2% |
| 5Y | -5.7% | +43.5% | -49.2% | -17.4% |
| 10Y | +322.3% | +134.6% | +187.8% | +227.3% |
| All | +322.3% | +135.5% | +186.8% | +227.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling