-52.8%
CPNG vs PRU
+45.5%
-98.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -1.0% | -1.9% |
| 7D | -6.3% | +1.9% | -8.2% | -7.3% |
| 30D | -8.7% | -0.4% | -8.3% | -8.7% |
| 3M | -2.4% | +16.4% | -18.9% | -10.9% |
| 6M | -22.3% | +26.0% | -48.4% | -32.3% |
| YTD | -37.2% | +9.9% | -47.1% | -41.1% |
| 1Y | -53.0% | +18.8% | -71.8% | -58.1% |
| 3Y | -20.0% | +45.4% | -65.4% | -41.4% |
| 5Y | -52.8% | +45.6% | -98.3% | -65.2% |
| All | -52.8% | +45.5% | -98.2% | -65.2% |
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