+216.7%
CRWD vs PRU
+45.5%
+171.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.3% |
| 7D | -2.3% | +1.9% | -4.3% | -3.4% |
| 30D | -2.1% | -0.4% | -1.6% | -1.8% |
| 3M | +27.5% | +16.4% | +11.1% | +17.3% |
| 6M | +95.8% | +26.0% | +69.8% | +71.6% |
| YTD | +79.2% | +9.9% | +69.3% | +69.0% |
| 1Y | +96.3% | +18.8% | +77.5% | +76.6% |
| 3Y | +399.8% | +45.3% | +354.4% | +294.2% |
| 5Y | +216.7% | +45.6% | +171.2% | +151.7% |
| All | +216.7% | +45.5% | +171.3% | +151.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling