+7.7%
AAL vs PRU
+27.9%
-20.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.6% | -0.3% | +1.5% |
| 7D | +8.3% | +9.8% | -1.4% | +1.4% |
| 30D | +6.2% | +11.6% | -5.4% | -1.6% |
| 3M | -17.7% | +3.7% | -21.4% | -20.1% |
| 6M | +15.4% | +33.0% | -17.6% | -6.0% |
| YTD | -11.1% | +16.6% | -27.7% | -23.2% |
| 1Y | +7.7% | +26.9% | -19.2% | -15.1% |
| All | +7.7% | +27.9% | -20.1% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling