-61.3%
CSGP vs PRU
+42.5%
-103.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.6% | -2.6% | +0.7% |
| 7D | +18.3% | +9.8% | +8.5% | +12.9% |
| 30D | +17.8% | +11.6% | +6.2% | +11.7% |
| 3M | +9.3% | +3.7% | +5.6% | +7.3% |
| 6M | -7.9% | +33.0% | -40.9% | -19.8% |
| YTD | -51.5% | +16.6% | -68.1% | -55.1% |
| 1Y | -53.3% | +26.9% | -80.3% | -58.6% |
| 3Y | -57.9% | +55.7% | -113.6% | -67.2% |
| 5Y | -61.3% | +44.5% | -105.8% | -68.5% |
| All | -61.3% | +42.5% | -103.9% | -68.5% |
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