-7.4%
ABT vs PRU
+42.1%
-49.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | -1.3% | +3.6% | -4.9% | -2.3% |
| 30D | +6.0% | +8.9% | -2.8% | +3.5% |
| 3M | -1.9% | +0.2% | -2.1% | -2.0% |
| 6M | +31.2% | +23.7% | +7.4% | +23.5% |
| YTD | -11.2% | +13.7% | -25.0% | -14.7% |
| 1Y | -14.0% | +20.6% | -34.6% | -18.7% |
| 3Y | +20.7% | +56.3% | -35.7% | +1.9% |
| All | -7.4% | +42.1% | -49.5% | -19.0% |
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