+43.5%
PRU vs COPX
+193.3%
-149.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -1.9% | +6.0% | -7.9% | -3.4% |
| 30D | -2.6% | +6.4% | -9.0% | -4.4% |
| 3M | +14.7% | +19.3% | -4.6% | +8.4% |
| 6M | +25.7% | +16.2% | +9.4% | +18.4% |
| YTD | +8.3% | +33.2% | -24.9% | -3.7% |
| 1Y | +17.3% | +90.2% | -72.9% | -8.1% |
| 3Y | +43.2% | +175.7% | -132.5% | -6.1% |
| 5Y | +43.5% | +193.1% | -149.6% | -12.1% |
| All | +43.5% | +193.3% | -149.8% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling