-3.4%
COR vs PRU
+20.7%
-24.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.2% | -2.8% | +1.7% | -0.3% |
| 30D | +7.6% | +8.5% | -0.9% | +5.3% |
| 3M | +5.0% | +1.7% | +3.2% | +4.3% |
| 6M | +35.3% | +24.8% | +10.5% | +27.2% |
| YTD | +4.2% | +13.3% | -9.1% | 0.0% |
| 1Y | -3.4% | +21.4% | -24.8% | -7.7% |
| All | -3.4% | +20.7% | -24.2% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling