+250.3%
COF vs PRU
+135.5%
+114.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.1% |
| 7D | -2.7% | -1.9% | -0.8% | -1.0% |
| 30D | -3.4% | -2.6% | -0.8% | -1.1% |
| 3M | +15.4% | +14.7% | +0.7% | +2.0% |
| 6M | +14.4% | +25.7% | -11.3% | -7.2% |
| YTD | -12.0% | +8.3% | -20.2% | -18.7% |
| 1Y | -3.7% | +17.3% | -21.1% | -17.3% |
| 3Y | +121.1% | +43.2% | +77.9% | +59.1% |
| 5Y | +47.8% | +43.5% | +4.3% | +7.5% |
| 10Y | +250.3% | +134.6% | +115.8% | +58.8% |
| All | +250.3% | +135.5% | +114.8% | +58.8% |
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