+4,063.6%
CMG vs PRU
+234.1%
+3,829.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +4.1% | -2.8% | +6.9% | +4.9% |
| 30D | +20.5% | +8.5% | +12.0% | +18.0% |
| 3M | +14.5% | +1.7% | +12.8% | +13.9% |
| 6M | +14.8% | +24.8% | -10.0% | +8.1% |
| YTD | -1.0% | +13.3% | -14.3% | -4.5% |
| 1Y | +22.9% | +21.4% | +1.5% | +16.5% |
| 3Y | -13.6% | +54.8% | -68.4% | -23.8% |
| 5Y | +0.9% | +42.4% | -41.5% | -9.8% |
| 10Y | +361.4% | +98.4% | +262.9% | +255.5% |
| All | +4,063.6% | +234.1% | +3,829.5% | +2,567.7% |
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