+28.9%
CP vs PRU
+50.4%
-21.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.5% |
| 7D | +6.1% | +4.8% | +1.3% | +4.3% |
| 30D | +9.8% | +7.9% | +1.9% | +6.9% |
| 3M | +2.7% | +3.1% | -0.3% | +1.5% |
| 6M | +12.8% | +25.2% | -12.4% | +4.0% |
| YTD | +28.2% | +12.7% | +15.4% | +22.1% |
| 1Y | +34.1% | +23.5% | +10.7% | +23.3% |
| All | +28.9% | +50.4% | -21.5% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling