+41.6%
AA vs PRU
+99.2%
-57.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.6% |
| 7D | +0.5% | +3.6% | -3.1% | -2.6% |
| 30D | -0.6% | +8.9% | -9.5% | -8.3% |
| 3M | -19.7% | +0.2% | -19.8% | -20.7% |
| 6M | -41.6% | +23.7% | -65.3% | -52.8% |
| YTD | -24.6% | +13.7% | -38.4% | -35.1% |
| 1Y | +4.9% | +20.6% | -15.8% | -14.3% |
| 3Y | +66.8% | +56.3% | +10.5% | +6.4% |
| 5Y | -19.4% | +42.3% | -61.8% | -43.6% |
| All | +41.6% | +99.2% | -57.7% | -23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling