-21.3%
AA vs PRU
+806.6%
-827.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.6% |
| 7D | -0.7% | +1.9% | -2.6% | -1.8% |
| 30D | +5.0% | +2.7% | +2.3% | +3.2% |
| 3M | -35.8% | +19.5% | -55.3% | -42.4% |
| 6M | -18.4% | +26.6% | -45.0% | -29.3% |
| YTD | -5.5% | +12.3% | -17.8% | -12.6% |
| 1Y | +61.0% | +18.0% | +42.9% | +44.4% |
| 3Y | +66.2% | +47.0% | +19.2% | +33.7% |
| 5Y | +11.4% | +48.4% | -37.0% | -9.3% |
| 10Y | +116.9% | +142.4% | -25.6% | +42.4% |
| All | -21.3% | +806.6% | -827.9% | -83.2% |
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 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