-7.3%
COST vs PRU
+16.8%
-24.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -2.8% | -1.9% | -0.9% | -2.7% |
| 30D | -5.3% | -2.6% | -2.7% | -5.1% |
| 3M | -6.7% | +14.7% | -21.4% | -6.7% |
| 6M | -9.9% | +25.7% | -35.6% | -10.0% |
| YTD | +5.1% | +8.3% | -3.1% | +6.6% |
| 1Y | -7.3% | +17.3% | -24.6% | -9.1% |
| All | -7.3% | +16.8% | -24.1% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling