+136.2%
PRU vs COPX
+583.8%
-447.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -2.3% | -2.3% | +0.1% | -1.5% |
| 30D | -1.7% | +0.3% | -2.0% | -2.4% |
| 3M | +13.2% | +6.8% | +6.4% | +8.1% |
| 6M | +28.8% | +7.9% | +20.8% | +19.6% |
| YTD | +9.8% | +23.7% | -14.0% | -6.8% |
| 1Y | +17.4% | +71.5% | -54.2% | -16.7% |
| 3Y | +44.9% | +149.1% | -104.2% | -20.8% |
| 5Y | +46.6% | +167.3% | -120.7% | -27.8% |
| All | +136.2% | +583.8% | -447.6% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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