+48.9%
PCOR vs PRU
+50.4%
-1.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +2.6% |
| 7D | +23.7% | +4.8% | +18.9% | +19.9% |
| 30D | +39.0% | +7.9% | +31.1% | +31.7% |
| 3M | +35.8% | +3.1% | +32.7% | +32.8% |
| 6M | +38.2% | +25.2% | +13.0% | +16.5% |
| YTD | +3.9% | +12.7% | -8.8% | -5.2% |
| 1Y | +5.7% | +23.5% | -17.8% | -11.1% |
| All | +48.9% | +50.4% | -1.5% | +5.0% |
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 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