-14.1%
PCOR vs PRU
+50.0%
-64.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +2.2% |
| 7D | +23.7% | +4.8% | +18.9% | +20.5% |
| 30D | +39.0% | +7.9% | +31.1% | +32.8% |
| 3M | +35.8% | +3.1% | +32.7% | +33.3% |
| 6M | +38.2% | +25.2% | +13.0% | +19.5% |
| YTD | +3.9% | +12.7% | -8.8% | -4.2% |
| 1Y | +5.7% | +23.5% | -17.8% | -8.5% |
| 3Y | +44.8% | +50.6% | -5.8% | +13.0% |
| 5Y | -19.8% | +40.9% | -60.6% | -36.1% |
| All | -14.1% | +50.0% | -64.1% | -33.9% |
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 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