+222.7%
KO vs PRU
+97.4%
+125.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +8.1% | +7.9% | +0.2% | +5.9% |
| 3M | +13.0% | +0.9% | +12.2% | +12.6% |
| 6M | +23.3% | +22.4% | +0.9% | +16.7% |
| YTD | +42.1% | +12.7% | +29.4% | +36.9% |
| 1Y | +39.9% | +19.6% | +20.3% | +32.5% |
| 3Y | +87.3% | +54.0% | +33.3% | +61.4% |
| 5Y | +99.3% | +41.0% | +58.2% | +73.4% |
| All | +222.7% | +97.4% | +125.3% | +132.7% |
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