+48.5%
PRU vs CRL
-35.5%
+84.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | +1.9% | -1.0% | +2.9% | +2.1% |
| 30D | +2.7% | +10.7% | -7.9% | +0.5% |
| 3M | +19.5% | +55.3% | -35.8% | +8.1% |
| 6M | +26.6% | +60.7% | -34.0% | +12.9% |
| YTD | +12.3% | +44.6% | -32.3% | +2.2% |
| 1Y | +18.0% | +77.7% | -59.7% | +1.8% |
| 3Y | +47.0% | +37.6% | +9.4% | +29.2% |
| All | +48.5% | -35.5% | +84.0% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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