+3,981.8%
CMG vs PRU
+234.8%
+3,747.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +8.0% | +3.8% | +4.2% | +7.0% |
| 30D | +13.7% | +9.0% | +4.7% | +11.2% |
| 3M | +11.8% | +2.1% | +9.6% | +11.1% |
| 6M | +10.6% | +25.4% | -14.9% | +4.0% |
| YTD | -2.9% | +13.5% | -16.4% | -6.4% |
| 1Y | +17.8% | +21.3% | -3.5% | +11.7% |
| 3Y | -15.3% | +55.1% | -70.4% | -25.3% |
| 5Y | -0.9% | +43.6% | -44.5% | -11.5% |
| 10Y | +358.4% | +99.2% | +259.1% | +252.9% |
| All | +3,981.8% | +234.8% | +3,747.0% | +2,513.9% |
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