+761.7%
ABT vs PRU
+806.6%
-44.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | -3.7% | +1.9% | -5.5% | -4.0% |
| 30D | +2.5% | +2.7% | -0.2% | +1.9% |
| 3M | +20.2% | +19.5% | +0.7% | +16.0% |
| 6M | -2.9% | +26.6% | -29.6% | -7.4% |
| YTD | -11.9% | +12.3% | -24.3% | -14.1% |
| 1Y | -16.5% | +18.0% | -34.6% | -19.5% |
| 3Y | +12.1% | +47.0% | -34.9% | +2.5% |
| 5Y | -7.4% | +48.4% | -55.8% | -16.1% |
| 10Y | +210.7% | +142.4% | +68.2% | +145.1% |
| All | +761.7% | +806.6% | -44.9% | +316.6% |
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