+60.7%
COP vs PRU
+27.9%
+32.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.6% | -11.7% | -4.5% |
| 7D | -8.1% | +9.8% | -17.9% | -7.5% |
| 30D | +6.7% | +11.6% | -4.9% | +7.4% |
| 3M | +16.9% | +3.7% | +13.2% | +17.6% |
| 6M | +11.2% | +33.0% | -21.8% | +12.0% |
| YTD | +49.5% | +16.6% | +32.9% | +56.7% |
| 1Y | +60.7% | +26.9% | +33.7% | +64.8% |
| All | +60.7% | +27.9% | +32.8% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling