+411.5%
CRWD vs PRU
+50.2%
+361.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -2.4% | +1.9% | -4.3% | -3.4% |
| 30D | +1.5% | +2.7% | -1.2% | +0.2% |
| 3M | +18.5% | +19.5% | -0.9% | +7.9% |
| 6M | +109.1% | +26.6% | +82.4% | +83.4% |
| YTD | +81.8% | +12.3% | +69.5% | +70.1% |
| 1Y | +106.7% | +18.0% | +88.6% | +87.3% |
| All | +411.5% | +50.2% | +361.3% | +291.2% |
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