+779.8%
ABT vs PRU
+785.9%
-6.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.7% |
| 7D | +3.5% | +2.4% | +1.1% | +3.1% |
| 30D | +12.0% | +6.1% | +5.9% | +10.7% |
| 3M | +2.5% | -0.7% | +3.2% | +2.6% |
| 6M | +29.1% | +22.1% | +7.0% | +24.0% |
| YTD | -10.1% | +9.8% | -19.9% | -11.9% |
| 1Y | -9.8% | +19.4% | -29.2% | -13.1% |
| 3Y | +23.3% | +50.4% | -27.1% | +12.2% |
| 5Y | -2.4% | +37.2% | -39.5% | -10.1% |
| 10Y | +239.4% | +119.5% | +119.9% | +172.6% |
| All | +779.8% | +785.9% | -6.1% | +327.3% |
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