+512.3%
COR vs PRU
+115.4%
+396.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.9% |
| 7D | +2.3% | +3.2% | -0.8% | +1.4% |
| 30D | +6.8% | +7.9% | -1.2% | +4.2% |
| 3M | +8.1% | +1.8% | +6.3% | +7.4% |
| 6M | +33.0% | +24.1% | +8.9% | +24.0% |
| YTD | +3.0% | +12.4% | -9.4% | -1.2% |
| 1Y | -3.4% | +20.9% | -24.3% | -9.5% |
| 3Y | +80.1% | +55.5% | +24.7% | +50.2% |
| 5Y | +194.7% | +42.7% | +152.1% | +148.2% |
| 10Y | +512.3% | +106.1% | +406.1% | +300.4% |
| All | +512.3% | +115.4% | +396.9% | +300.4% |
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