+73.7%
COR vs PRU
+46.4%
+27.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.5% |
| 7D | +0.8% | +2.4% | -1.6% | +0.6% |
| 30D | +5.1% | +6.1% | -1.0% | +4.6% |
| 3M | +2.8% | -0.7% | +3.6% | +2.9% |
| 6M | +32.5% | +22.1% | +10.5% | +30.3% |
| YTD | -0.7% | +9.8% | -10.4% | -1.8% |
| 1Y | -6.7% | +19.4% | -26.1% | -8.0% |
| 3Y | +73.7% | +50.4% | +23.4% | +84.4% |
| All | +73.7% | +46.4% | +27.3% | +84.4% |
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 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