-35.2%
AA vs PRU
+814.1%
-849.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +1.1% | -2.8% | +4.0% | +2.8% |
| 30D | -1.3% | +8.5% | -9.8% | -5.9% |
| 3M | -23.9% | +1.7% | -25.7% | -25.1% |
| 6M | -36.8% | +24.8% | -61.6% | -44.8% |
| YTD | -22.2% | +13.3% | -35.4% | -28.7% |
| 1Y | +10.4% | +21.4% | -11.0% | -2.6% |
| 3Y | +72.0% | +54.8% | +17.2% | +33.5% |
| 5Y | -15.6% | +42.4% | -58.0% | -30.1% |
| 10Y | +47.8% | +98.4% | -50.7% | +5.8% |
| All | -35.2% | +814.1% | -849.4% | -86.3% |
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