-54.3%
CPNG vs PRU
+16.8%
-71.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -7.6% | -1.9% | -5.7% | -7.0% |
| 30D | -8.8% | -2.6% | -6.2% | -8.2% |
| 3M | -7.2% | +14.7% | -21.9% | -12.1% |
| 6M | -21.5% | +25.7% | -47.2% | -28.4% |
| YTD | -37.4% | +8.3% | -45.7% | -42.4% |
| 1Y | -54.3% | +17.3% | -71.7% | -59.1% |
| All | -54.3% | +16.8% | -71.2% | -59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling