+42.2%
PRU vs CRL
-12.1%
+54.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.1% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +8.9% | +11.9% | -3.0% | +5.7% |
| 3M | +0.2% | +20.2% | -20.0% | -4.4% |
| 6M | +23.7% | +107.5% | -83.8% | +3.5% |
| YTD | +13.7% | +69.4% | -55.7% | -1.0% |
| 1Y | +20.6% | +99.7% | -79.1% | +0.8% |
| 3Y | +56.3% | +98.8% | -42.4% | +24.0% |
| All | +42.2% | -12.1% | +54.3% | +29.3% |
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