+1,335.6%
ABBV vs PRU
+281.8%
+1,053.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.8% |
| 7D | -1.2% | +2.4% | -3.6% | -1.9% |
| 30D | +8.0% | +6.1% | +1.9% | +6.1% |
| 3M | +20.2% | -0.7% | +20.9% | +20.2% |
| 6M | +44.0% | +22.1% | +21.9% | +35.8% |
| YTD | +31.3% | +9.8% | +21.5% | +27.0% |
| 1Y | +37.0% | +19.4% | +17.6% | +29.3% |
| 3Y | +128.0% | +50.4% | +77.6% | +98.1% |
| 5Y | +196.9% | +37.2% | +159.7% | +160.0% |
| 10Y | +681.2% | +119.5% | +561.7% | +447.6% |
| All | +1,335.6% | +281.8% | +1,053.9% | +825.6% |
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