+377.2%
COHR vs PRU
+43.4%
+333.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -4.0% |
| 7D | +10.9% | -3.8% | +14.7% | +13.9% |
| 30D | -10.8% | -2.0% | -8.8% | -9.9% |
| 3M | -17.4% | +14.0% | -31.3% | -26.8% |
| 6M | +12.5% | +27.2% | -14.8% | -9.2% |
| YTD | +58.8% | +9.1% | +49.8% | +43.7% |
| 1Y | +183.3% | +18.1% | +165.2% | +138.5% |
| 3Y | +783.0% | +44.3% | +738.8% | +523.3% |
| 5Y | +377.2% | +45.7% | +331.5% | +237.5% |
| All | +377.2% | +43.4% | +333.8% | +237.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling