+760.1%
COST vs PRU
+99.2%
+660.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +5.0% | +3.6% | +1.4% | +4.3% |
| 30D | +12.8% | +8.9% | +4.0% | +10.8% |
| 3M | +15.2% | +0.2% | +15.0% | +15.0% |
| 6M | +7.4% | +23.7% | -16.3% | +2.7% |
| YTD | +29.0% | +13.7% | +15.3% | +25.2% |
| 1Y | +20.3% | +20.6% | -0.3% | +15.2% |
| 3Y | +99.0% | +56.3% | +42.7% | +78.6% |
| 5Y | +125.7% | +42.3% | +83.3% | +104.8% |
| All | +760.1% | +99.2% | +660.9% | +625.2% |
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 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