+34.6%
CP vs PRU
+27.9%
+6.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.6% | -3.1% | +1.7% |
| 7D | +5.6% | +9.8% | -4.2% | +3.0% |
| 30D | +10.0% | +11.6% | -1.6% | +7.0% |
| 3M | +4.4% | +3.7% | +0.7% | +3.1% |
| 6M | +14.1% | +33.0% | -18.9% | +6.7% |
| YTD | +29.1% | +16.6% | +12.5% | +23.2% |
| 1Y | +34.6% | +26.9% | +7.6% | +22.5% |
| All | +34.6% | +27.9% | +6.7% | +22.5% |
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