+70.7%
AA vs PRU
+47.2%
+23.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.4% |
| 7D | -0.7% | +1.9% | -2.6% | -2.1% |
| 30D | +5.0% | +2.7% | +2.3% | +2.5% |
| 3M | -35.8% | +19.5% | -55.3% | -45.0% |
| 6M | -18.4% | +26.6% | -45.0% | -33.9% |
| YTD | -5.5% | +12.3% | -17.8% | -15.3% |
| 1Y | +61.0% | +18.0% | +42.9% | +37.3% |
| All | +70.7% | +47.2% | +23.5% | +2.7% |
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 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