-14.1%
PCOR vs PRU
+55.2%
-69.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +6.6% | +13.1% | +15.3% |
| 7D | +21.8% | +9.8% | +12.1% | +15.1% |
| 30D | +39.5% | +11.6% | +27.9% | +30.4% |
| 3M | +35.2% | +3.7% | +31.6% | +32.3% |
| 6M | +21.7% | +33.0% | -11.2% | +1.0% |
| YTD | +3.9% | +16.6% | -12.7% | -6.3% |
| 1Y | +6.9% | +26.9% | -20.0% | -9.1% |
| 3Y | +44.8% | +55.7% | -10.9% | +10.6% |
| 5Y | -21.9% | +44.5% | -66.4% | -39.0% |
| All | -14.1% | +55.2% | -69.2% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling