-65.4%
AAL vs PRU
+115.4%
-180.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.1% | +5.3% |
| 7D | +8.3% | +3.2% | +5.1% | +5.3% |
| 30D | +11.0% | +7.9% | +3.0% | +3.9% |
| 3M | -11.2% | +1.8% | -13.0% | -12.7% |
| 6M | +6.1% | +24.1% | -18.1% | -13.0% |
| YTD | -7.6% | +12.4% | -20.0% | -17.6% |
| 1Y | +3.7% | +20.9% | -17.2% | -13.4% |
| 3Y | +20.5% | +55.5% | -35.0% | -20.3% |
| 5Y | -36.4% | +42.7% | -79.0% | -54.5% |
| 10Y | -65.4% | +106.1% | -171.6% | -81.9% |
| All | -65.4% | +115.4% | -180.9% | -81.9% |
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