+106.1%
PRU vs COO
+40.7%
+65.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +1.3% |
| 7D | +3.2% | +4.3% | -1.1% | +1.4% |
| 30D | +7.9% | +17.6% | -9.7% | +0.6% |
| 3M | +1.8% | -13.9% | +15.7% | +7.8% |
| 6M | +24.1% | +6.6% | +17.6% | +18.5% |
| YTD | +12.4% | -22.0% | +34.4% | +23.7% |
| 1Y | +20.9% | -8.8% | +29.7% | +23.5% |
| 3Y | +55.5% | -21.5% | +76.9% | +62.1% |
| 5Y | +42.7% | -41.0% | +83.7% | +68.8% |
| 10Y | +106.1% | +40.9% | +65.3% | +86.3% |
| All | +106.1% | +40.7% | +65.4% | +86.3% |
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