+320.2%
CVE vs PRU
+48.6%
+271.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -0.7% |
| 7D | +2.5% | +1.9% | +0.6% | +1.3% |
| 30D | +16.7% | +2.7% | +14.0% | +14.7% |
| 3M | +9.3% | +19.5% | -10.2% | -2.5% |
| 6M | +43.6% | +26.6% | +17.0% | +22.6% |
| YTD | +93.6% | +12.3% | +81.2% | +77.5% |
| 1Y | +98.8% | +18.0% | +80.7% | +75.4% |
| 3Y | +73.6% | +47.0% | +26.6% | +27.4% |
| All | +320.2% | +48.6% | +271.6% | +178.7% |
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 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