-70.0%
CPNG vs PRU
+66.1%
-136.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | -7.6% | -1.9% | -5.7% | -6.8% |
| 30D | -8.8% | -2.6% | -6.2% | -7.8% |
| 3M | -7.2% | +14.7% | -21.9% | -13.8% |
| 6M | -21.5% | +25.7% | -47.2% | -30.5% |
| YTD | -37.4% | +8.3% | -45.7% | -40.5% |
| 1Y | -54.3% | +17.3% | -71.7% | -58.5% |
| 3Y | -20.3% | +43.2% | -63.5% | -38.3% |
| 5Y | -51.2% | +43.5% | -94.7% | -61.1% |
| All | -70.0% | +66.1% | -136.1% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling