-39.5%
ACN vs PRU
+47.2%
-86.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.4% | -2.9% |
| 7D | -1.5% | +1.9% | -3.4% | -2.3% |
| 30D | +9.4% | +2.7% | +6.6% | +7.9% |
| 3M | +5.6% | +19.5% | -13.8% | -2.2% |
| 6M | -9.3% | +26.6% | -35.9% | -18.3% |
| YTD | -29.0% | +12.3% | -41.3% | -32.7% |
| 1Y | -24.7% | +18.0% | -42.7% | -30.1% |
| All | -39.5% | +47.2% | -86.7% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling