-5.1%
COF vs PRU
+27.9%
-32.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.6% | -7.7% | -5.1% |
| 7D | +0.7% | +9.8% | -9.1% | -5.1% |
| 30D | +5.7% | +11.6% | -5.9% | -1.6% |
| 3M | -6.7% | +3.7% | -10.4% | -8.8% |
| 6M | +9.5% | +33.0% | -23.5% | -9.5% |
| YTD | -13.9% | +16.6% | -30.5% | -23.3% |
| 1Y | -5.1% | +26.9% | -32.0% | -23.3% |
| All | -5.1% | +27.9% | -32.9% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling