+204.4%
ABT vs PRU
+139.4%
+65.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.0% |
| 7D | -3.1% | +1.9% | -5.0% | -3.7% |
| 30D | -2.1% | -0.4% | -1.7% | -2.0% |
| 3M | +17.4% | +16.4% | +1.0% | +12.3% |
| 6M | -2.4% | +26.0% | -28.4% | -8.9% |
| YTD | -14.2% | +9.9% | -24.1% | -16.8% |
| 1Y | -18.3% | +18.8% | -37.1% | -22.6% |
| 3Y | +11.5% | +45.4% | -33.8% | -2.6% |
| 5Y | -9.9% | +45.6% | -55.5% | -22.3% |
| 10Y | +204.4% | +139.6% | +64.8% | +100.5% |
| All | +204.4% | +139.4% | +65.0% | +100.5% |
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