-69.0%
CPNG vs PRU
+72.3%
-141.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.9% |
| 7D | -7.4% | +1.9% | -9.3% | -8.3% |
| 30D | -4.4% | +2.7% | -7.2% | -5.9% |
| 3M | -7.5% | +19.5% | -27.0% | -15.9% |
| 6M | -19.9% | +26.6% | -46.6% | -29.4% |
| YTD | -35.2% | +12.3% | -47.5% | -39.5% |
| 1Y | -46.8% | +18.0% | -64.8% | -51.8% |
| 3Y | -20.2% | +47.0% | -67.2% | -38.9% |
| 5Y | -48.4% | +48.4% | -96.9% | -59.7% |
| All | -69.0% | +72.3% | -141.3% | -74.6% |
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