+139.6%
PRU vs CPB
-45.7%
+185.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -3.9% | -2.4% |
| 7D | +1.9% | -8.2% | +10.1% | +3.1% |
| 30D | -0.4% | -5.6% | +5.2% | +0.3% |
| 3M | +16.4% | +3.0% | +13.5% | +15.5% |
| 6M | +26.0% | -12.7% | +38.7% | +28.1% |
| YTD | +9.9% | -18.0% | +27.9% | +12.5% |
| 1Y | +18.8% | -31.7% | +50.5% | +25.1% |
| 3Y | +45.3% | -41.0% | +86.3% | +55.2% |
| 5Y | +45.6% | -38.4% | +84.0% | +53.4% |
| 10Y | +139.6% | -45.0% | +184.6% | +155.5% |
| All | +139.6% | -45.7% | +185.3% | +155.5% |
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