+21.4%
PRU vs COO
-11.7%
+33.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -2.8% | -2.3% | -0.5% | -2.2% |
| 30D | +8.5% | +13.3% | -4.8% | +5.4% |
| 3M | +1.7% | -18.1% | +19.8% | +8.2% |
| 6M | +24.8% | +6.7% | +18.1% | +19.8% |
| YTD | +13.3% | -23.2% | +36.5% | +25.7% |
| 1Y | +21.4% | -12.3% | +33.7% | +28.7% |
| All | +21.4% | -11.7% | +33.1% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling