+3,471.8%
COR vs PRU
+806.6%
+2,665.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +2.8% | +1.9% | +0.9% | +2.4% |
| 30D | +4.5% | +2.7% | +1.8% | +3.9% |
| 3M | +22.7% | +19.5% | +3.2% | +18.0% |
| 6M | -9.7% | +26.6% | -36.4% | -14.3% |
| YTD | -1.4% | +12.3% | -13.8% | -4.1% |
| 1Y | +13.9% | +18.0% | -4.1% | +9.6% |
| 3Y | +94.0% | +47.0% | +46.9% | +75.3% |
| 5Y | +184.0% | +48.4% | +135.6% | +153.7% |
| 10Y | +406.8% | +142.4% | +264.3% | +294.3% |
| All | +3,471.8% | +806.6% | +2,665.3% | +1,580.8% |
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