+80.5%
COR vs PRU
+56.1%
+24.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.7% |
| 7D | +2.4% | +3.8% | -1.4% | +2.0% |
| 30D | +7.7% | +9.0% | -1.4% | +6.7% |
| 3M | +7.5% | +2.1% | +5.4% | +7.2% |
| 6M | +34.1% | +25.4% | +8.7% | +31.4% |
| YTD | +3.9% | +13.5% | -9.7% | +2.3% |
| 1Y | -3.6% | +21.3% | -25.0% | -5.3% |
| 3Y | +80.5% | +55.1% | +25.4% | +93.9% |
| All | +80.5% | +56.1% | +24.4% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling