+472.2%
COF vs PRU
+806.8%
-334.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -3.3% |
| 7D | -5.8% | +3.2% | -9.0% | -8.3% |
| 30D | -0.3% | +7.9% | -8.3% | -6.2% |
| 3M | -8.5% | +1.8% | -10.3% | -10.2% |
| 6M | +5.6% | +24.1% | -18.5% | -10.2% |
| YTD | -17.1% | +12.4% | -29.5% | -24.6% |
| 1Y | -7.4% | +20.9% | -28.3% | -20.1% |
| 3Y | +99.1% | +55.5% | +43.6% | +44.8% |
| 5Y | +39.5% | +42.7% | -3.1% | +9.6% |
| 10Y | +208.1% | +106.1% | +102.0% | +86.7% |
| All | +472.2% | +806.8% | -334.6% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling