+107.5%
COST vs PRU
+48.7%
+58.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -3.1% | +1.9% | -5.0% | -3.6% |
| 30D | -2.8% | +2.7% | -5.5% | -3.4% |
| 3M | -5.7% | +19.5% | -25.1% | -9.7% |
| 6M | -8.8% | +26.6% | -35.4% | -14.0% |
| YTD | +6.7% | +12.3% | -5.7% | +3.4% |
| 1Y | -3.6% | +18.0% | -21.7% | -8.0% |
| 3Y | +75.1% | +47.0% | +28.1% | +52.8% |
| All | +107.5% | +48.7% | +58.8% | +81.1% |
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 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