-39.3%
AA vs PRU
+809.8%
-849.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.3% | -2.0% | -3.5% |
| 7D | -3.7% | +4.8% | -8.5% | -6.2% |
| 30D | -10.8% | +7.9% | -18.6% | -14.6% |
| 3M | -19.1% | +3.1% | -22.2% | -20.9% |
| 6M | -38.7% | +25.2% | -63.9% | -46.6% |
| YTD | -27.1% | +12.7% | -39.9% | -33.0% |
| 1Y | +8.3% | +23.5% | -15.1% | -5.2% |
| 3Y | +49.6% | +50.6% | -1.0% | +17.9% |
| 5Y | -15.5% | +40.9% | -56.4% | -29.5% |
| 10Y | +60.9% | +125.5% | -64.6% | +8.7% |
| All | -39.3% | +809.8% | -849.2% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling