+25.7%
COP vs PRU
+46.4%
-20.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.5% |
| 7D | -11.5% | +2.4% | -13.9% | -12.5% |
| 30D | +5.0% | +6.1% | -1.2% | +2.2% |
| 3M | +17.5% | -0.7% | +18.2% | +17.2% |
| 6M | +16.2% | +22.1% | -5.8% | +6.2% |
| YTD | +48.8% | +9.8% | +39.0% | +42.3% |
| 1Y | +64.1% | +19.4% | +44.7% | +50.1% |
| 3Y | +25.7% | +50.4% | -24.7% | -2.7% |
| All | +25.7% | +46.4% | -20.8% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling