-68.6%
AAL vs PRU
+99.2%
-167.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.9% |
| 7D | -0.1% | +3.6% | -3.7% | -3.1% |
| 30D | +11.7% | +8.9% | +2.8% | +3.7% |
| 3M | -12.5% | +0.2% | -12.7% | -12.7% |
| 6M | +3.6% | +23.7% | -20.1% | -14.8% |
| YTD | -14.1% | +13.7% | -27.8% | -24.2% |
| 1Y | +0.8% | +20.6% | -19.9% | -15.7% |
| 3Y | +11.8% | +56.3% | -44.5% | -26.5% |
| 5Y | -35.1% | +42.3% | -77.4% | -53.5% |
| All | -68.6% | +99.2% | -167.8% | -84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling