+1,473.0%
CSGP vs PRU
+806.6%
+666.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.1% |
| 7D | -4.1% | +1.9% | -5.9% | -4.6% |
| 30D | +2.3% | +2.7% | -0.4% | +1.4% |
| 3M | -8.2% | +19.5% | -27.6% | -13.0% |
| 6M | -35.1% | +26.6% | -61.7% | -39.7% |
| YTD | -54.0% | +12.3% | -66.4% | -55.7% |
| 1Y | -65.3% | +18.0% | -83.4% | -67.1% |
| 3Y | -62.6% | +47.0% | -109.6% | -67.0% |
| 5Y | -64.8% | +48.4% | -113.2% | -69.3% |
| 10Y | +45.1% | +142.4% | -97.4% | +1.8% |
| All | +1,473.0% | +806.6% | +666.5% | +460.3% |
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