+1,549.8%
CB vs PRU
+809.8%
+740.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.6% |
| 7D | +2.6% | +4.8% | -2.2% | +0.6% |
| 30D | +11.2% | +7.9% | +3.3% | +7.8% |
| 3M | +5.7% | +3.1% | +2.6% | +4.3% |
| 6M | +15.9% | +25.2% | -9.3% | +5.7% |
| YTD | +20.2% | +12.7% | +7.4% | +13.5% |
| 1Y | +32.4% | +23.5% | +8.9% | +20.4% |
| 3Y | +75.5% | +50.6% | +24.9% | +44.7% |
| 5Y | +105.5% | +40.9% | +64.6% | +72.2% |
| 10Y | +258.5% | +125.5% | +133.1% | +136.6% |
| All | +1,549.8% | +809.8% | +740.0% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling