-33.9%
AAL vs PRU
+43.3%
-77.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | +3.4% | -2.8% | +6.3% | +6.2% |
| 30D | +11.7% | +8.5% | +3.2% | +3.9% |
| 3M | -7.8% | +1.7% | -9.5% | -9.3% |
| 6M | +10.2% | +24.8% | -14.5% | -10.4% |
| YTD | -8.0% | +13.3% | -21.3% | -18.8% |
| 1Y | +8.5% | +21.4% | -12.8% | -10.2% |
| 3Y | +19.5% | +54.8% | -35.3% | -22.7% |
| 5Y | -33.9% | +42.4% | -76.3% | -52.6% |
| All | -33.9% | +43.3% | -77.2% | -52.6% |
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