-64.8%
CSGP vs PRU
+48.6%
-113.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.0% |
| 7D | -4.1% | +1.9% | -5.9% | -5.0% |
| 30D | +2.3% | +2.7% | -0.4% | +0.9% |
| 3M | -8.2% | +19.5% | -27.6% | -15.6% |
| 6M | -35.1% | +26.6% | -61.7% | -42.1% |
| YTD | -54.0% | +12.3% | -66.4% | -56.6% |
| 1Y | -65.3% | +18.0% | -83.4% | -68.1% |
| 3Y | -62.6% | +47.0% | -109.6% | -69.9% |
| All | -64.8% | +48.6% | -113.3% | -71.4% |
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