+800.4%
PRU vs CPB
+54.0%
+746.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.4% |
| 7D | +1.9% | -8.6% | +10.5% | +5.3% |
| 30D | +2.7% | -7.2% | +10.0% | +5.4% |
| 3M | +19.5% | +0.9% | +18.6% | +17.9% |
| 6M | +26.6% | -11.8% | +38.5% | +31.3% |
| YTD | +12.3% | -19.4% | +31.7% | +20.2% |
| 1Y | +18.0% | -30.4% | +48.4% | +33.4% |
| 3Y | +47.0% | -40.2% | +87.2% | +71.9% |
| 5Y | +48.4% | -39.5% | +87.9% | +67.9% |
| 10Y | +142.4% | -47.4% | +189.8% | +169.3% |
| All | +800.4% | +54.0% | +746.4% | +376.4% |
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