+45.0%
AA vs PRU
+107.2%
-62.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -5.3% |
| 7D | +1.2% | +3.8% | -2.5% | -2.2% |
| 30D | -5.0% | +9.0% | -14.0% | -12.5% |
| 3M | -22.2% | +2.1% | -24.4% | -24.5% |
| 6M | -36.3% | +25.4% | -61.7% | -49.1% |
| YTD | -24.2% | +13.5% | -37.7% | -34.5% |
| 1Y | +3.9% | +21.3% | -17.5% | -15.5% |
| 3Y | +67.6% | +55.1% | +12.5% | +7.7% |
| 5Y | -8.8% | +43.6% | -52.4% | -36.7% |
| 10Y | +45.0% | +99.2% | -54.3% | -19.6% |
| All | +45.0% | +107.2% | -62.3% | -19.6% |
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