-14.8%
AA vs PRU
+36.1%
-50.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +5.1% |
| 7D | +0.9% | +2.4% | -1.5% | -1.3% |
| 30D | -6.7% | +6.1% | -12.8% | -11.8% |
| 3M | -16.3% | -0.7% | -15.6% | -16.8% |
| 6M | -37.1% | +22.1% | -59.2% | -48.7% |
| YTD | -25.0% | +9.8% | -34.8% | -33.2% |
| 1Y | +8.6% | +19.4% | -10.8% | -10.7% |
| 3Y | +57.2% | +50.4% | +6.9% | -0.9% |
| All | -14.8% | +36.1% | -50.9% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling