+37.0%
PRU vs COO
-41.6%
+78.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.0% |
| 7D | +2.4% | +4.7% | -2.3% | +1.0% |
| 30D | +6.1% | +13.9% | -7.8% | +1.9% |
| 3M | -0.7% | -14.9% | +14.2% | +4.1% |
| 6M | +22.1% | +2.0% | +20.0% | +19.8% |
| YTD | +9.8% | -23.9% | +33.7% | +19.1% |
| 1Y | +19.4% | -9.6% | +29.0% | +22.0% |
| 3Y | +50.4% | -25.4% | +75.8% | +58.1% |
| All | +37.0% | -41.6% | +78.6% | +52.7% |
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 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