+1,545.6%
ACN vs PRU
+785.9%
+759.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -1.0% |
| 7D | +0.9% | +2.4% | -1.5% | +0.2% |
| 30D | +33.5% | +6.1% | +27.4% | +31.4% |
| 3M | +53.5% | -0.7% | +54.2% | +53.7% |
| 6M | +52.2% | +22.1% | +30.2% | +43.9% |
| YTD | -0.1% | +9.8% | -9.9% | -2.7% |
| 1Y | +11.0% | +19.4% | -8.3% | +5.6% |
| 3Y | -11.8% | +50.4% | -62.1% | -22.0% |
| 5Y | -22.8% | +37.2% | -60.0% | -30.2% |
| 10Y | +162.4% | +119.5% | +42.9% | +99.6% |
| All | +1,545.6% | +785.9% | +759.7% | +408.1% |
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