+609.0%
COST vs PRU
+135.5%
+473.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -2.8% | -1.9% | -0.9% | -2.4% |
| 30D | -5.3% | -2.6% | -2.7% | -4.8% |
| 3M | -6.7% | +14.7% | -21.4% | -9.2% |
| 6M | -9.9% | +25.7% | -35.6% | -14.2% |
| YTD | +5.1% | +8.3% | -3.1% | +3.1% |
| 1Y | -7.3% | +17.3% | -24.6% | -10.7% |
| 3Y | +70.4% | +43.2% | +27.2% | +55.8% |
| 5Y | +104.4% | +43.5% | +60.9% | +85.5% |
| 10Y | +609.0% | +134.6% | +474.4% | +467.1% |
| All | +609.0% | +135.5% | +473.5% | +467.1% |
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