+779.9%
PRU vs CPB
+66.6%
+713.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.1% |
| 7D | +2.4% | +8.0% | -5.6% | -0.6% |
| 30D | +6.1% | +22.4% | -16.3% | -2.0% |
| 3M | -0.7% | +2.5% | -3.3% | -2.5% |
| 6M | +22.1% | +12.2% | +9.8% | +14.9% |
| YTD | +9.8% | -12.8% | +22.6% | +13.4% |
| 1Y | +19.4% | -19.2% | +38.5% | +26.9% |
| 3Y | +50.4% | -35.6% | +85.9% | +70.6% |
| 5Y | +37.2% | -31.4% | +68.6% | +46.5% |
| 10Y | +119.5% | -37.9% | +157.5% | +122.3% |
| All | +779.9% | +66.6% | +713.3% | +349.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling