+475.2%
COR vs PRU
+97.4%
+377.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +5.8% | +7.9% | -2.1% | +3.3% |
| 3M | +11.4% | +0.9% | +10.5% | +11.1% |
| 6M | +34.5% | +22.4% | +12.1% | +26.0% |
| YTD | +4.1% | +12.7% | -8.6% | -0.2% |
| 1Y | -3.1% | +19.6% | -22.7% | -8.9% |
| 3Y | +80.9% | +54.0% | +26.9% | +51.6% |
| 5Y | +195.1% | +41.0% | +154.1% | +150.0% |
| All | +475.2% | +97.4% | +377.8% | +319.0% |
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