+112.0%
PRU vs CPB
-38.3%
+150.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | +2.4% | +8.0% | -5.6% | +1.2% |
| 30D | +6.1% | +22.4% | -16.3% | +3.0% |
| 3M | -0.7% | +2.5% | -3.3% | -1.4% |
| 6M | +22.1% | +12.2% | +9.8% | +19.4% |
| YTD | +9.8% | -12.8% | +22.6% | +11.2% |
| 1Y | +19.4% | -19.2% | +38.5% | +22.3% |
| 3Y | +50.4% | -35.6% | +85.9% | +58.3% |
| 5Y | +37.2% | -31.4% | +68.6% | +42.0% |
| All | +112.0% | -38.3% | +150.4% | +132.9% |
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