+322.1%
CORZ vs PRU
+34.3%
+287.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.5% |
| 7D | +23.5% | +3.6% | +19.9% | +21.2% |
| 30D | +7.5% | +8.9% | -1.4% | +1.8% |
| 3M | -26.6% | +0.2% | -26.8% | -27.0% |
| 6M | -39.5% | +23.7% | -63.2% | -48.2% |
| YTD | -0.3% | +13.7% | -14.0% | -9.8% |
| 1Y | -4.2% | +20.6% | -24.8% | -17.3% |
| All | +322.1% | +34.3% | +287.8% | +220.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling