+177.9%
KO vs PRU
+138.7%
+39.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | -1.1% | -3.8% | +2.7% | -0.1% |
| 30D | +1.6% | -2.0% | +3.6% | +2.0% |
| 3M | +5.8% | +14.0% | -8.2% | +2.2% |
| 6M | +14.3% | +27.2% | -13.0% | +7.2% |
| YTD | +27.3% | +9.1% | +18.2% | +23.8% |
| 1Y | +33.2% | +18.1% | +15.1% | +26.7% |
| 3Y | +64.5% | +44.3% | +20.2% | +44.7% |
| 5Y | +83.1% | +45.7% | +37.4% | +57.8% |
| All | +177.9% | +138.7% | +39.2% | +97.9% |
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