+346.1%
COP vs PRU
+142.7%
+203.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.5% |
| 7D | +3.0% | +1.9% | +1.1% | +1.7% |
| 30D | +17.5% | +2.7% | +14.8% | +15.2% |
| 3M | +13.4% | +19.5% | -6.1% | +0.3% |
| 6M | +17.7% | +26.6% | -8.9% | -0.8% |
| YTD | +46.6% | +12.3% | +34.2% | +33.1% |
| 1Y | +44.6% | +18.0% | +26.6% | +26.5% |
| 3Y | +20.7% | +47.0% | -26.3% | -11.8% |
| 5Y | +185.0% | +48.4% | +136.6% | +100.8% |
| All | +346.1% | +142.7% | +203.5% | +124.0% |
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