+3,175.5%
CP vs PRU
+809.8%
+2,365.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.4% |
| 7D | +6.1% | +4.8% | +1.3% | +4.4% |
| 30D | +9.8% | +7.9% | +1.9% | +6.9% |
| 3M | +2.7% | +3.1% | -0.3% | +1.6% |
| 6M | +12.8% | +25.2% | -12.4% | +4.2% |
| YTD | +28.2% | +12.7% | +15.4% | +22.2% |
| 1Y | +34.1% | +23.5% | +10.7% | +23.9% |
| 3Y | +28.9% | +50.6% | -21.7% | +10.0% |
| 5Y | +27.1% | +40.9% | -13.8% | +9.9% |
| 10Y | +264.8% | +125.5% | +139.3% | +154.9% |
| All | +3,175.5% | +809.8% | +2,365.6% | +1,151.3% |
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