+106.1%
PRU vs CPB
-39.9%
+146.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.5% |
| 7D | +3.2% | +3.3% | -0.1% | +2.7% |
| 30D | +7.9% | +19.0% | -11.1% | +5.2% |
| 3M | +1.8% | +0.4% | +1.4% | +1.4% |
| 6M | +24.1% | +13.0% | +11.2% | +21.3% |
| YTD | +12.4% | -12.7% | +25.1% | +13.9% |
| 1Y | +20.9% | -20.9% | +41.8% | +24.4% |
| 3Y | +55.5% | -35.4% | +90.9% | +63.6% |
| 5Y | +42.7% | -32.3% | +74.9% | +48.0% |
| 10Y | +106.1% | -40.5% | +146.7% | +122.0% |
| All | +106.1% | -39.9% | +146.1% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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