-41.4%
PCOR vs PRU
+48.6%
-90.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.6% |
| 7D | -9.0% | +1.9% | -10.8% | -10.1% |
| 30D | +4.2% | +2.7% | +1.4% | +2.2% |
| 3M | +14.4% | +19.5% | -5.0% | +1.3% |
| 6M | +0.2% | +26.6% | -26.5% | -15.5% |
| YTD | -20.3% | +12.3% | -32.6% | -26.9% |
| 1Y | -16.1% | +18.0% | -34.2% | -26.0% |
| 3Y | -14.7% | +47.0% | -61.7% | -34.1% |
| All | -41.4% | +48.6% | -90.0% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling