+1,323.9%
COP vs PRU
+809.8%
+514.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | +0.2% |
| 7D | -9.7% | +4.8% | -14.5% | -11.6% |
| 30D | +4.7% | +7.9% | -3.1% | +1.3% |
| 3M | +18.5% | +3.1% | +15.4% | +16.5% |
| 6M | +11.4% | +25.2% | -13.8% | +1.3% |
| YTD | +47.9% | +12.7% | +35.2% | +39.1% |
| 1Y | +59.3% | +23.5% | +35.9% | +44.5% |
| 3Y | +23.6% | +50.6% | -27.0% | +3.0% |
| 5Y | +113.1% | +40.9% | +72.2% | +80.9% |
| 10Y | +329.1% | +125.5% | +203.6% | +206.6% |
| All | +1,323.9% | +809.8% | +514.0% | +416.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling