+48.5%
PRU vs CLBK
+42.8%
+5.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.9% | +1.2% | +0.7% | +1.4% |
| 30D | +2.7% | +9.1% | -6.4% | -0.5% |
| 3M | +19.5% | +27.7% | -8.2% | +9.2% |
| 6M | +26.6% | +40.8% | -14.2% | +11.8% |
| YTD | +12.3% | +66.4% | -54.0% | -6.8% |
| 1Y | +18.0% | +72.4% | -54.3% | -3.7% |
| 3Y | +47.0% | +50.7% | -3.7% | +23.2% |
| All | +48.5% | +42.8% | +5.7% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling