+3,211.1%
COST vs PRU
+806.6%
+2,404.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -3.1% | +1.9% | -5.0% | -3.5% |
| 30D | -2.8% | +2.7% | -5.5% | -3.3% |
| 3M | -5.7% | +19.5% | -25.1% | -9.1% |
| 6M | -8.8% | +26.6% | -35.4% | -13.3% |
| YTD | +6.7% | +12.3% | -5.7% | +3.7% |
| 1Y | -3.6% | +18.0% | -21.7% | -7.4% |
| 3Y | +75.1% | +47.0% | +28.1% | +59.2% |
| 5Y | +108.9% | +48.4% | +60.5% | +87.9% |
| 10Y | +586.2% | +142.4% | +443.7% | +426.3% |
| All | +3,211.1% | +806.6% | +2,404.5% | +1,130.0% |
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