-14.6%
PCOR vs PRU
+47.2%
-61.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.5% |
| 7D | -9.0% | +1.9% | -10.8% | -10.2% |
| 30D | +4.2% | +2.7% | +1.4% | +2.0% |
| 3M | +14.4% | +19.5% | -5.0% | 0.0% |
| 6M | +0.2% | +26.6% | -26.5% | -17.1% |
| YTD | -20.3% | +12.3% | -32.6% | -27.3% |
| 1Y | -16.1% | +18.0% | -34.2% | -27.0% |
| All | -14.6% | +47.2% | -61.8% | -37.3% |
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