-67.5%
CPNG vs PRU
+73.8%
-141.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -6.2% | -2.8% | -3.4% | -4.8% |
| 30D | +4.6% | +8.5% | -3.9% | +0.6% |
| 3M | -3.1% | +1.7% | -4.8% | -4.0% |
| 6M | -0.9% | +24.8% | -25.6% | -11.8% |
| YTD | -32.2% | +13.3% | -45.5% | -36.9% |
| 1Y | -44.2% | +21.4% | -65.6% | -50.0% |
| 3Y | +4.4% | +54.8% | -50.4% | -22.4% |
| 5Y | -45.2% | +42.4% | -87.6% | -57.2% |
| All | -67.5% | +73.8% | -141.3% | -73.5% |
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 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