-58.4%
CSGP vs PRU
+50.4%
-108.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | 0.0% |
| 7D | +13.9% | +4.8% | +9.1% | +11.3% |
| 30D | +16.0% | +7.9% | +8.1% | +12.0% |
| 3M | +6.1% | +3.1% | +3.0% | +4.5% |
| 6M | -8.2% | +25.2% | -33.4% | -16.9% |
| YTD | -52.3% | +12.7% | -65.1% | -54.9% |
| 1Y | -54.5% | +23.5% | -78.0% | -58.7% |
| All | -58.4% | +50.4% | -108.8% | -69.3% |
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