-4.2%
ABT vs PRU
+36.1%
-40.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.4% |
| 7D | +3.5% | +2.4% | +1.1% | +2.9% |
| 30D | +12.0% | +6.1% | +5.9% | +10.2% |
| 3M | +2.5% | -0.7% | +3.2% | +2.6% |
| 6M | +29.1% | +22.1% | +7.0% | +22.0% |
| YTD | -10.1% | +9.8% | -19.9% | -12.7% |
| 1Y | -9.8% | +19.4% | -29.2% | -14.4% |
| 3Y | +23.3% | +50.4% | -27.1% | +5.3% |
| All | -4.2% | +36.1% | -40.4% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling