-41.3%
CORZ vs PRU
+27.9%
-69.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +6.6% | -17.0% | -10.6% |
| 7D | -14.9% | +9.8% | -24.7% | -15.5% |
| 30D | -23.1% | +11.6% | -34.7% | -24.0% |
| 3M | -44.1% | +3.7% | -47.7% | -44.0% |
| 6M | -39.5% | +33.0% | -72.5% | -44.3% |
| YTD | -12.4% | +16.6% | -28.9% | -18.8% |
| 1Y | -41.3% | +26.9% | -68.2% | -45.8% |
| All | -41.3% | +27.9% | -69.2% | -45.8% |
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 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