+65.6%
PRU vs CLBK
+64.7%
+0.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.8% |
| 7D | -1.9% | -1.5% | -0.4% | -1.0% |
| 30D | -2.6% | +6.7% | -9.3% | -6.2% |
| 3M | +14.7% | +21.2% | -6.5% | +2.3% |
| 6M | +25.7% | +42.0% | -16.3% | +2.2% |
| YTD | +8.3% | +63.3% | -55.0% | -19.4% |
| 1Y | +17.3% | +65.4% | -48.1% | -13.9% |
| 3Y | +43.2% | +52.5% | -9.3% | +4.6% |
| 5Y | +43.5% | +42.0% | +1.5% | -3.6% |
| All | +65.6% | +64.7% | +0.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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