+63.1%
CVE vs PRU
+55.5%
+7.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.6% | -14.2% | -10.2% |
| 7D | -12.1% | +9.8% | -21.8% | -15.6% |
| 30D | -9.8% | +11.6% | -21.4% | -14.2% |
| 3M | -0.7% | +3.7% | -4.4% | -2.5% |
| 6M | -4.3% | +33.0% | -37.3% | -17.3% |
| YTD | +70.6% | +16.6% | +54.0% | +57.0% |
| 1Y | +73.2% | +26.9% | +46.2% | +50.8% |
| All | +63.1% | +55.5% | +7.6% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling