+82.5%
CRS vs PRU
+19.3%
+63.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -3.0% |
| 7D | -3.1% | +1.9% | -5.0% | -3.5% |
| 30D | -19.6% | -0.4% | -19.2% | -19.4% |
| 3M | -8.1% | +16.4% | -24.5% | -12.5% |
| 6M | +18.6% | +26.0% | -7.5% | +9.2% |
| YTD | +45.9% | +9.9% | +36.0% | +35.2% |
| 1Y | +82.5% | +18.8% | +63.7% | +66.7% |
| All | +82.5% | +19.3% | +63.2% | +66.7% |
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