+800.4%
PRU vs CRL
+830.6%
-30.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | +1.9% | -1.0% | +2.9% | +2.3% |
| 30D | +2.7% | +10.7% | -7.9% | -1.7% |
| 3M | +19.5% | +55.3% | -35.8% | -2.2% |
| 6M | +26.6% | +60.7% | -34.0% | +0.3% |
| YTD | +12.3% | +44.6% | -32.3% | -7.7% |
| 1Y | +18.0% | +77.7% | -59.7% | -12.5% |
| 3Y | +47.0% | +37.6% | +9.4% | +11.5% |
| 5Y | +48.4% | -35.8% | +84.3% | +52.8% |
| 10Y | +142.4% | +241.7% | -99.3% | -3.1% |
| All | +800.4% | +830.6% | -30.3% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling