-52.8%
ACHR vs PRU
+110.0%
-162.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.8% |
| 7D | +14.0% | +3.8% | +10.3% | +10.6% |
| 30D | -5.0% | +9.0% | -14.1% | -11.4% |
| 3M | -24.8% | +2.1% | -26.9% | -26.3% |
| 6M | -27.3% | +25.4% | -52.7% | -39.6% |
| YTD | -37.4% | +13.5% | -50.9% | -44.0% |
| 1Y | -44.3% | +21.3% | -65.6% | -52.7% |
| 3Y | -5.2% | +55.1% | -60.3% | -31.5% |
| 5Y | -20.8% | +43.6% | -64.4% | -39.9% |
| All | -52.8% | +110.0% | -162.8% | -66.2% |
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