+67.3%
AFL vs PRU
+50.2%
+17.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +0.6% | +1.9% | -1.3% | -0.3% |
| 30D | -6.2% | +2.7% | -8.9% | -7.3% |
| 3M | +2.2% | +19.5% | -17.3% | -5.7% |
| 6M | +5.3% | +26.6% | -21.4% | -5.7% |
| YTD | +8.0% | +12.3% | -4.4% | +2.0% |
| 1Y | +10.2% | +18.0% | -7.8% | +1.4% |
| All | +67.3% | +50.2% | +17.1% | +32.6% |
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 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