+1,070.1%
ACN vs PRU
+806.6%
+263.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.4% | -3.0% |
| 7D | -1.5% | +1.9% | -3.4% | -2.0% |
| 30D | +9.4% | +2.7% | +6.6% | +8.5% |
| 3M | +5.6% | +19.5% | -13.8% | +0.5% |
| 6M | -9.3% | +26.6% | -35.9% | -15.2% |
| YTD | -29.0% | +12.3% | -41.3% | -31.3% |
| 1Y | -24.7% | +18.0% | -42.7% | -28.2% |
| 3Y | -39.8% | +47.0% | -86.8% | -46.5% |
| 5Y | -40.9% | +48.4% | -89.3% | -47.8% |
| 10Y | +91.1% | +142.4% | -51.3% | +41.6% |
| All | +1,070.1% | +806.6% | +263.6% | +258.9% |
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