+3,256.5%
CRS vs PRU
+785.9%
+2,470.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.2% |
| 7D | -1.7% | +2.4% | -4.1% | -3.1% |
| 30D | -28.8% | +6.1% | -34.9% | -31.5% |
| 3M | -50.0% | -0.7% | -49.3% | -50.2% |
| 6M | -39.2% | +22.1% | -61.3% | -46.1% |
| YTD | -11.4% | +9.8% | -21.2% | -17.3% |
| 1Y | -11.7% | +19.4% | -31.0% | -21.2% |
| 3Y | +319.6% | +50.4% | +269.3% | +230.2% |
| 5Y | +794.8% | +37.2% | +757.6% | +647.6% |
| 10Y | +926.9% | +119.5% | +807.4% | +607.0% |
| All | +3,256.5% | +785.9% | +2,470.6% | +710.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling