+1,558.0%
CSGP vs PRU
+840.8%
+717.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.6% | -2.6% | +2.0% |
| 7D | +18.3% | +9.8% | +8.5% | +15.0% |
| 30D | +17.8% | +11.6% | +6.2% | +14.0% |
| 3M | +9.3% | +3.7% | +5.6% | +8.1% |
| 6M | -7.9% | +33.0% | -40.9% | -15.6% |
| YTD | -51.5% | +16.6% | -68.1% | -53.8% |
| 1Y | -53.3% | +26.9% | -80.3% | -56.7% |
| 3Y | -57.9% | +55.7% | -113.6% | -63.5% |
| 5Y | -61.3% | +44.5% | -105.8% | -65.9% |
| 10Y | +77.5% | +133.1% | -55.6% | +26.2% |
| All | +1,558.0% | +840.8% | +717.2% | +484.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling