-0.5%
CRM vs PRU
+18.0%
-18.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.7% |
| 7D | -8.1% | -3.8% | -4.3% | -6.9% |
| 30D | +23.1% | -2.0% | +25.1% | +23.9% |
| 3M | +42.5% | +14.0% | +28.6% | +37.4% |
| 6M | +25.3% | +27.2% | -1.9% | +16.6% |
| YTD | -7.8% | +9.1% | -16.9% | -9.3% |
| All | -0.5% | +18.0% | -18.5% | -3.2% |
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 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