+3,566.0%
COR vs PRU
+809.8%
+2,756.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.8% | -3.3% |
| 7D | +2.8% | +4.8% | -2.0% | +1.8% |
| 30D | +7.4% | +7.9% | -0.5% | +5.7% |
| 3M | +7.3% | +3.1% | +4.2% | +6.6% |
| 6M | +11.5% | +25.2% | -13.7% | +6.2% |
| YTD | +1.2% | +12.7% | -11.6% | -1.6% |
| 1Y | -3.3% | +23.5% | -26.8% | -7.8% |
| 3Y | +78.5% | +50.6% | +27.9% | +60.6% |
| 5Y | +183.0% | +40.9% | +142.1% | +155.6% |
| 10Y | +545.4% | +125.5% | +419.9% | +408.9% |
| All | +3,566.0% | +809.8% | +2,756.2% | +1,623.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling