+248.2%
CB vs PRU
+115.4%
+132.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -0.5% |
| 7D | +0.2% | +2.4% | -2.1% | -1.0% |
| 30D | +9.1% | +6.1% | +2.9% | +5.9% |
| 3M | +3.4% | -0.7% | +4.1% | +3.6% |
| 6M | +14.1% | +22.1% | -8.0% | +3.4% |
| YTD | +18.0% | +9.8% | +8.2% | +11.6% |
| 1Y | +30.1% | +19.4% | +10.8% | +18.0% |
| 3Y | +71.8% | +50.4% | +21.4% | +34.9% |
| 5Y | +101.8% | +37.2% | +64.7% | +63.1% |
| All | +248.2% | +115.4% | +132.9% | +115.5% |
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