+192.6%
COF vs PRU
+107.2%
+85.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.3% |
| 7D | -6.2% | +3.8% | -9.9% | -9.7% |
| 30D | -1.7% | +9.0% | -10.7% | -9.6% |
| 3M | -10.2% | +2.1% | -12.4% | -12.6% |
| 6M | +4.2% | +25.4% | -21.2% | -15.7% |
| YTD | -18.2% | +13.5% | -31.8% | -28.2% |
| 1Y | -9.7% | +21.3% | -31.1% | -25.3% |
| 3Y | +95.0% | +55.1% | +39.9% | +29.9% |
| 5Y | +36.8% | +43.6% | -6.7% | -1.6% |
| 10Y | +192.6% | +99.2% | +93.4% | +34.9% |
| All | +192.6% | +107.2% | +85.4% | +34.9% |
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