+10.2%
CRM vs PRU
+42.2%
-32.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.3% |
| 7D | -5.0% | -1.9% | -3.1% | -4.1% |
| 30D | +23.6% | -2.6% | +26.2% | +25.1% |
| 3M | +39.6% | +14.7% | +24.9% | +31.4% |
| 6M | +23.4% | +25.7% | -2.2% | +11.1% |
| YTD | -7.4% | +8.3% | -15.6% | -10.7% |
| 1Y | -2.3% | +17.3% | -19.6% | -9.6% |
| All | +10.2% | +42.2% | -32.0% | -7.9% |
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