-22.5%
ACN vs PRU
+36.1%
-58.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -0.4% |
| 7D | +0.9% | +2.4% | -1.5% | -0.5% |
| 30D | +33.5% | +6.1% | +27.4% | +29.5% |
| 3M | +53.5% | -0.7% | +54.2% | +53.8% |
| 6M | +52.2% | +22.1% | +30.2% | +37.6% |
| YTD | -0.1% | +9.8% | -9.9% | -4.9% |
| 1Y | +11.0% | +19.4% | -8.3% | +1.4% |
| 3Y | -11.8% | +50.4% | -62.1% | -31.2% |
| All | -22.5% | +36.1% | -58.6% | -36.6% |
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 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