-32.5%
CBRS vs PRU
+21.2%
-53.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.0% | +11.3% | +10.6% |
| 7D | +17.3% | +1.9% | +15.4% | +15.9% |
| 30D | -2.0% | +2.7% | -4.7% | -4.0% |
| 3M | -2.5% | +19.5% | -21.9% | -13.5% |
| All | -32.5% | +21.2% | -53.7% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling