-3.9%
CRM vs PRU
+43.4%
-47.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.8% |
| 7D | -8.1% | -3.8% | -4.3% | -6.3% |
| 30D | +23.1% | -2.0% | +25.1% | +24.3% |
| 3M | +42.5% | +14.0% | +28.6% | +33.7% |
| 6M | +25.3% | +27.2% | -1.9% | +10.8% |
| YTD | -7.8% | +9.1% | -16.9% | -12.1% |
| 1Y | +1.0% | +18.1% | -17.0% | -7.7% |
| 3Y | +10.0% | +44.3% | -34.3% | -11.6% |
| 5Y | -3.9% | +45.7% | -49.6% | -23.8% |
| All | -3.9% | +43.4% | -47.3% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling