-4.5%
CRS vs PRU
+27.9%
-32.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.6% | -8.1% | -2.4% |
| 7D | +4.3% | +9.8% | -5.4% | +3.0% |
| 30D | -25.5% | +11.6% | -37.1% | -26.7% |
| 3M | -48.7% | +3.7% | -52.4% | -48.6% |
| 6M | -31.6% | +33.0% | -64.6% | -36.8% |
| YTD | -7.0% | +16.6% | -23.6% | -16.2% |
| 1Y | -4.5% | +26.9% | -31.4% | -14.8% |
| All | -4.5% | +27.9% | -32.4% | -14.8% |
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 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