+800.4%
PRU vs COO
+1,087.1%
-286.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.2% |
| 7D | +1.9% | -2.2% | +4.1% | +3.0% |
| 30D | +2.7% | -7.0% | +9.7% | +6.3% |
| 3M | +19.5% | +12.2% | +7.3% | +12.2% |
| 6M | +26.6% | -15.1% | +41.8% | +35.9% |
| YTD | +12.3% | -15.1% | +27.4% | +20.5% |
| 1Y | +18.0% | +2.3% | +15.7% | +14.9% |
| 3Y | +47.0% | -23.7% | +70.7% | +58.2% |
| 5Y | +48.4% | -38.9% | +87.4% | +74.0% |
| 10Y | +142.4% | +49.9% | +92.5% | +77.0% |
| All | +800.4% | +1,087.1% | -286.7% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling