-10.0%
CRM vs PRU
+27.9%
-37.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.6% | -4.4% | -0.3% |
| 7D | -6.2% | +9.8% | -16.0% | -9.6% |
| 30D | -1.2% | +11.6% | -12.8% | -5.4% |
| 3M | +19.1% | +3.7% | +15.4% | +17.3% |
| 6M | +23.0% | +33.0% | -10.0% | +11.5% |
| YTD | -13.7% | +16.6% | -30.3% | -16.5% |
| 1Y | -10.0% | +26.9% | -36.9% | -17.6% |
| All | -10.0% | +27.9% | -37.9% | -17.6% |
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 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