+100.6%
CB vs PRU
+41.4%
+59.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.4% |
| 7D | -1.5% | +3.2% | -4.7% | -2.8% |
| 30D | +6.5% | +7.9% | -1.4% | +3.2% |
| 3M | +4.1% | +1.8% | +2.3% | +3.1% |
| 6M | +14.4% | +24.1% | -9.7% | +4.6% |
| YTD | +17.5% | +12.4% | +5.1% | +11.3% |
| 1Y | +27.5% | +20.9% | +6.6% | +16.9% |
| 3Y | +71.6% | +55.5% | +16.1% | +34.8% |
| 5Y | +100.6% | +42.7% | +58.0% | +61.6% |
| All | +100.6% | +41.4% | +59.2% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling