+201.6%
ABBV vs PRU
+42.1%
+159.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +1.3% | +3.6% | -2.3% | +0.5% |
| 30D | +4.7% | +8.9% | -4.2% | +2.9% |
| 3M | +18.3% | +0.2% | +18.2% | +18.2% |
| 6M | +43.4% | +23.7% | +19.6% | +37.1% |
| YTD | +33.0% | +13.7% | +19.2% | +28.9% |
| 1Y | +30.8% | +20.6% | +10.2% | +25.2% |
| 3Y | +135.1% | +56.3% | +78.8% | +111.4% |
| All | +201.6% | +42.1% | +159.5% | +176.7% |
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