-4.8%
PCOR vs PRU
+19.8%
-24.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +1.3% |
| 7D | +22.7% | +2.4% | +20.3% | +21.8% |
| 30D | +37.5% | +6.1% | +31.3% | +34.2% |
| 3M | +35.2% | -0.7% | +35.9% | +35.8% |
| 6M | +42.2% | +22.1% | +20.2% | +33.1% |
| YTD | +3.6% | +9.8% | -6.2% | +4.0% |
| 1Y | -4.8% | +19.4% | -24.1% | -11.4% |
| All | -4.8% | +19.8% | -24.5% | -11.4% |
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