+3.1%
CRM vs PRU
+56.8%
-53.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +2.0% | +3.6% | -1.7% | +0.3% |
| 30D | -7.7% | +8.9% | -16.5% | -11.2% |
| 3M | +8.4% | +0.2% | +8.2% | +8.1% |
| 6M | +31.9% | +23.7% | +8.2% | +19.8% |
| YTD | -17.2% | +13.7% | -31.0% | -22.1% |
| 1Y | -8.6% | +20.6% | -29.3% | -16.4% |
| 3Y | +3.1% | +56.3% | -53.2% | -19.3% |
| All | +3.1% | +56.8% | -53.6% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling