+48.5%
PRU vs COO
-38.8%
+87.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | +1.9% | -2.2% | +4.1% | +2.7% |
| 30D | +2.7% | -7.0% | +9.7% | +5.2% |
| 3M | +19.5% | +12.2% | +7.3% | +14.3% |
| 6M | +26.6% | -15.1% | +41.8% | +33.4% |
| YTD | +12.3% | -15.1% | +27.4% | +18.3% |
| 1Y | +18.0% | +2.3% | +15.7% | +16.1% |
| 3Y | +47.0% | -23.7% | +70.7% | +55.2% |
| All | +48.5% | -38.8% | +87.3% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling