+72.3%
AA vs PRU
+56.1%
+16.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +1.1% | -2.8% | +4.0% | +3.1% |
| 30D | -1.3% | +8.5% | -9.8% | -7.1% |
| 3M | -23.9% | +1.7% | -25.7% | -25.4% |
| 6M | -36.8% | +24.8% | -61.6% | -47.6% |
| YTD | -22.2% | +13.3% | -35.4% | -30.6% |
| 1Y | +10.4% | +21.4% | -11.0% | -7.4% |
| All | +72.3% | +56.1% | +16.2% | -6.6% |
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 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