+532.8%
COF vs PRU
+806.6%
-273.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | +0.3% |
| 7D | +1.8% | +1.9% | 0.0% | +0.5% |
| 30D | -0.6% | +2.7% | -3.3% | -2.5% |
| 3M | +20.3% | +19.5% | +0.8% | +5.7% |
| 6M | +13.0% | +26.6% | -13.6% | -5.0% |
| YTD | -8.3% | +12.3% | -20.7% | -16.2% |
| 1Y | -1.5% | +18.0% | -19.5% | -13.0% |
| 3Y | +122.3% | +47.0% | +75.2% | +68.9% |
| 5Y | +52.5% | +48.4% | +4.1% | +17.3% |
| 10Y | +264.9% | +142.4% | +122.4% | +99.4% |
| All | +532.8% | +806.6% | -273.8% | -2.8% |
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 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