+679.2%
CRS vs PRU
+50.2%
+629.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +2.3% |
| 7D | -0.2% | +1.9% | -2.1% | -1.5% |
| 30D | -16.6% | +2.7% | -19.4% | -18.1% |
| 3M | -3.5% | +19.5% | -22.9% | -14.5% |
| 6M | +15.4% | +26.6% | -11.2% | -1.8% |
| YTD | +51.2% | +12.3% | +38.9% | +37.9% |
| 1Y | +98.3% | +18.0% | +80.2% | +73.9% |
| All | +679.2% | +50.2% | +629.0% | +469.0% |
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