+34.3%
CP vs PRU
+48.6%
-14.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -2.7% | +1.9% | -4.5% | -3.4% |
| 30D | +0.2% | +2.7% | -2.6% | -1.0% |
| 3M | +2.6% | +19.5% | -16.9% | -5.1% |
| 6M | +6.0% | +26.6% | -20.7% | -4.6% |
| YTD | +24.9% | +12.3% | +12.6% | +18.1% |
| 1Y | +20.1% | +18.0% | +2.1% | +10.8% |
| 3Y | +16.4% | +47.0% | -30.6% | -5.7% |
| All | +34.3% | +48.6% | -14.3% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling