-8.7%
CMG vs PRU
+16.8%
-25.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.8% |
| 3M | +20.6% | +14.7% | +5.9% | +14.8% |
| 6M | +2.1% | +25.7% | -23.6% | -6.3% |
| YTD | -2.6% | +8.3% | -10.9% | -7.6% |
| 1Y | -8.7% | +17.3% | -26.0% | -13.6% |
| All | -8.7% | +16.8% | -25.5% | -13.6% |
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 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