+420.1%
CORZ vs PRU
+32.7%
+387.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +8.4% | +1.9% | +6.5% | +7.2% |
| 30D | -17.8% | +2.7% | -20.5% | -19.2% |
| 3M | -35.9% | +19.5% | -55.4% | -43.5% |
| 6M | +12.9% | +26.6% | -13.7% | -5.1% |
| YTD | +22.9% | +12.3% | +10.5% | +12.4% |
| 1Y | +31.4% | +18.0% | +13.3% | +15.1% |
| All | +420.1% | +32.7% | +387.4% | +298.9% |
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