+520.9%
COR vs PRU
+115.4%
+405.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.0% |
| 7D | +0.8% | +2.4% | -1.6% | +0.1% |
| 30D | +5.1% | +6.1% | -1.0% | +3.2% |
| 3M | +2.8% | -0.7% | +3.6% | +3.0% |
| 6M | +32.5% | +22.1% | +10.5% | +24.1% |
| YTD | -0.7% | +9.8% | -10.4% | -4.0% |
| 1Y | -6.7% | +19.4% | -26.1% | -12.4% |
| 3Y | +73.7% | +50.4% | +23.4% | +46.1% |
| 5Y | +177.9% | +37.2% | +140.7% | +136.6% |
| All | +520.9% | +115.4% | +405.5% | +241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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