+862.6%
CRS vs PRU
+107.2%
+755.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.5% |
| 7D | +0.2% | +3.8% | -3.6% | -3.2% |
| 30D | -22.9% | +9.0% | -31.9% | -29.1% |
| 3M | -46.8% | +2.1% | -49.0% | -48.5% |
| 6M | -30.4% | +25.4% | -55.8% | -44.1% |
| YTD | -5.4% | +13.5% | -18.9% | -18.1% |
| 1Y | -9.0% | +21.3% | -30.3% | -25.9% |
| 3Y | +352.2% | +55.1% | +297.0% | +187.3% |
| 5Y | +852.2% | +43.6% | +808.7% | +545.2% |
| 10Y | +862.6% | +99.2% | +763.4% | +339.4% |
| All | +862.6% | +107.2% | +755.4% | +339.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling