-61.5%
CSGP vs PRU
+38.4%
-99.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | 0.0% |
| 7D | +13.9% | +4.8% | +9.1% | +11.2% |
| 30D | +16.0% | +7.9% | +8.1% | +11.9% |
| 3M | +6.1% | +3.1% | +3.0% | +4.6% |
| 6M | -8.2% | +25.2% | -33.4% | -17.6% |
| YTD | -52.3% | +12.7% | -65.1% | -55.1% |
| 1Y | -54.5% | +23.5% | -78.0% | -59.1% |
| 3Y | -58.6% | +50.6% | -109.2% | -67.2% |
| 5Y | -61.5% | +40.9% | -102.4% | -68.4% |
| All | -61.5% | +38.4% | -99.9% | -68.4% |
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