+238.9%
CRM vs PRU
+140.2%
+98.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -4.4% | -2.3% | -2.2% | -3.6% |
| 30D | +28.1% | -1.7% | +29.9% | +29.0% |
| 3M | +48.8% | +13.2% | +35.6% | +42.0% |
| 6M | +28.3% | +28.8% | -0.5% | +16.1% |
| YTD | -6.0% | +9.8% | -15.8% | -9.7% |
| 1Y | +1.4% | +17.4% | -15.9% | -5.1% |
| 3Y | +11.8% | +44.9% | -33.1% | -4.2% |
| 5Y | -2.0% | +46.6% | -48.7% | -17.0% |
| All | +238.9% | +140.2% | +98.7% | +145.2% |
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 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