+65.2%
CSGP vs PRU
+115.4%
-50.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.1% | -3.7% |
| 7D | +1.3% | +2.4% | -1.1% | +0.4% |
| 30D | +10.7% | +6.1% | +4.6% | +8.5% |
| 3M | +3.3% | -0.7% | +4.0% | +3.7% |
| 6M | -10.3% | +22.1% | -32.4% | -16.4% |
| YTD | -54.6% | +9.8% | -64.3% | -56.1% |
| 1Y | -54.6% | +19.4% | -74.0% | -57.5% |
| 3Y | -60.3% | +50.4% | -110.7% | -66.0% |
| 5Y | -63.3% | +37.2% | -100.5% | -67.8% |
| All | +65.2% | +115.4% | -50.1% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling