+228.3%
ABT vs PRU
+107.2%
+121.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.3% |
| 7D | +1.0% | +3.8% | -2.8% | -0.1% |
| 30D | +11.6% | +9.0% | +2.6% | +8.8% |
| 3M | +2.3% | +2.1% | +0.2% | +1.6% |
| 6M | +32.7% | +25.4% | +7.3% | +24.2% |
| YTD | -9.6% | +13.5% | -23.2% | -13.2% |
| 1Y | -10.1% | +21.3% | -31.4% | -15.3% |
| 3Y | +25.2% | +55.1% | -29.9% | +7.3% |
| 5Y | -4.5% | +43.6% | -48.1% | -17.3% |
| 10Y | +228.3% | +99.2% | +129.0% | +139.4% |
| All | +228.3% | +107.2% | +121.1% | +139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling