+261.6%
PRU vs COPX
+118.6%
+143.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +2.1% |
| 7D | +3.6% | -2.8% | +6.4% | +4.8% |
| 30D | +8.9% | -14.3% | +23.2% | +16.3% |
| 3M | +0.2% | -19.0% | +19.2% | +8.8% |
| 6M | +23.7% | -24.4% | +48.2% | +35.8% |
| YTD | +13.7% | -3.2% | +17.0% | +7.0% |
| 1Y | +20.6% | +15.2% | +5.5% | +3.6% |
| 3Y | +56.3% | +127.6% | -71.3% | -11.5% |
| 5Y | +42.3% | +106.0% | -63.7% | -19.1% |
| 10Y | +99.3% | +313.7% | -214.4% | -30.0% |
| All | +261.6% | +118.6% | +143.1% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling