+1,156.2%
ABBV vs PRU
+290.7%
+865.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | +0.4% | +1.9% | -1.5% | -0.2% |
| 30D | +4.2% | +2.7% | +1.4% | +3.3% |
| 3M | +14.8% | +19.5% | -4.6% | +9.1% |
| 6M | +10.3% | +26.6% | -16.4% | +2.9% |
| YTD | +14.9% | +12.3% | +2.6% | +10.6% |
| 1Y | +24.1% | +18.0% | +6.1% | +17.6% |
| 3Y | +91.9% | +47.0% | +44.9% | +68.0% |
| 5Y | +176.0% | +48.4% | +127.6% | +136.0% |
| 10Y | +502.9% | +142.4% | +360.5% | +309.4% |
| All | +1,156.2% | +290.7% | +865.5% | +705.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling