+99.2%
PRU vs COO
+38.3%
+60.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +3.8% | +4.5% | -0.7% | +1.9% |
| 30D | +9.0% | +16.9% | -7.9% | +1.9% |
| 3M | +2.1% | -16.7% | +18.8% | +9.8% |
| 6M | +25.4% | +5.9% | +19.5% | +20.0% |
| YTD | +13.5% | -22.4% | +36.0% | +25.2% |
| 1Y | +21.3% | -10.1% | +31.4% | +24.7% |
| 3Y | +55.1% | -22.8% | +77.9% | +63.1% |
| 5Y | +43.6% | -41.4% | +85.0% | +70.4% |
| 10Y | +99.2% | +41.3% | +58.0% | +78.1% |
| All | +99.2% | +38.3% | +60.9% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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