+175.7%
COF vs PRU
+99.2%
+76.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | -0.1% |
| 7D | -3.4% | +3.6% | -7.0% | -6.4% |
| 30D | +0.4% | +8.9% | -8.5% | -7.6% |
| 3M | -12.5% | +0.2% | -12.7% | -13.4% |
| 6M | +8.3% | +23.7% | -15.4% | -11.3% |
| YTD | -18.6% | +13.7% | -32.3% | -28.6% |
| 1Y | -8.6% | +20.6% | -29.2% | -24.0% |
| 3Y | +94.7% | +56.3% | +38.3% | +28.8% |
| 5Y | +35.3% | +42.3% | -7.0% | -1.9% |
| All | +175.7% | +99.2% | +76.5% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling