+22.3%
ABBV vs PRU
+19.3%
+3.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.6% |
| 7D | -4.3% | +1.9% | -6.2% | -4.6% |
| 30D | +1.1% | -0.4% | +1.5% | +1.2% |
| 3M | +12.3% | +16.4% | -4.1% | +9.8% |
| 6M | +9.8% | +26.0% | -16.2% | +6.1% |
| YTD | +11.5% | +9.9% | +1.5% | +8.1% |
| 1Y | +22.3% | +18.8% | +3.5% | +18.1% |
| All | +22.3% | +19.3% | +3.0% | +18.1% |
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