+126.8%
COP vs PRU
+43.3%
+83.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +0.7% | -2.8% | +3.5% | +1.9% |
| 30D | +0.2% | +8.5% | -8.3% | -4.1% |
| 3M | +10.2% | +1.7% | +8.5% | +8.6% |
| 6M | +20.1% | +24.8% | -4.7% | +6.6% |
| YTD | +50.5% | +13.3% | +37.2% | +39.4% |
| 1Y | +56.8% | +21.4% | +35.4% | +39.6% |
| 3Y | +30.3% | +54.8% | -24.5% | -1.6% |
| 5Y | +126.8% | +42.4% | +84.4% | +71.2% |
| All | +126.8% | +43.3% | +83.6% | +71.2% |
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