+246.7%
CB vs PRU
+102.7%
+144.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.0% | -2.8% | +1.8% | +0.3% |
| 30D | +7.3% | +8.5% | -1.2% | +3.1% |
| 3M | +7.0% | +1.7% | +5.3% | +5.9% |
| 6M | +16.3% | +24.8% | -8.4% | +4.3% |
| YTD | +19.7% | +13.3% | +6.5% | +11.5% |
| 1Y | +27.8% | +21.4% | +6.4% | +14.9% |
| 3Y | +72.0% | +54.8% | +17.2% | +33.1% |
| 5Y | +104.9% | +42.4% | +62.5% | +62.4% |
| 10Y | +246.7% | +98.4% | +148.3% | +110.0% |
| All | +246.7% | +102.7% | +144.0% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling