-40.8%
AAL vs PRU
+36.1%
-76.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.6% | +4.3% |
| 7D | +4.6% | +2.4% | +2.2% | +2.4% |
| 30D | +2.6% | +6.1% | -3.6% | -2.7% |
| 3M | -17.8% | -0.7% | -17.1% | -17.4% |
| 6M | +1.9% | +22.1% | -20.2% | -15.6% |
| YTD | -14.0% | +9.8% | -23.8% | -21.9% |
| 1Y | +0.2% | +19.4% | -19.1% | -15.8% |
| 3Y | +13.0% | +50.4% | -37.3% | -24.9% |
| All | -40.8% | +36.1% | -76.9% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling