-62.8%
CSGP vs PRU
+47.2%
-110.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.0% |
| 7D | -4.1% | +1.9% | -5.9% | -4.9% |
| 30D | +2.3% | +2.7% | -0.4% | +1.0% |
| 3M | -8.2% | +19.5% | -27.6% | -15.3% |
| 6M | -35.1% | +26.6% | -61.7% | -41.8% |
| YTD | -54.0% | +12.3% | -66.4% | -56.5% |
| 1Y | -65.3% | +18.0% | -83.4% | -68.0% |
| All | -62.8% | +47.2% | -110.0% | -72.0% |
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