+1,351.1%
ABBV vs PRU
+291.9%
+1,059.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +2.2% | 0.0% | +2.2% | +2.1% |
| 30D | +8.0% | +7.9% | 0.0% | +5.6% |
| 3M | +19.1% | +0.9% | +18.2% | +18.6% |
| 6M | +43.5% | +22.4% | +21.2% | +35.3% |
| YTD | +32.7% | +12.7% | +20.0% | +27.5% |
| 1Y | +30.0% | +19.6% | +10.4% | +22.7% |
| 3Y | +134.7% | +54.0% | +80.8% | +102.7% |
| 5Y | +200.7% | +41.0% | +159.6% | +161.2% |
| 10Y | +601.3% | +97.4% | +503.9% | +410.1% |
| All | +1,351.1% | +291.9% | +1,059.2% | +828.6% |
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