+137.6%
AFL vs PRU
+48.6%
+89.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | +0.6% | +1.9% | -1.3% | -0.4% |
| 30D | -6.2% | +2.7% | -8.9% | -7.6% |
| 3M | +2.2% | +19.5% | -17.3% | -7.4% |
| 6M | +5.3% | +26.6% | -21.4% | -8.1% |
| YTD | +8.0% | +12.3% | -4.4% | +0.4% |
| 1Y | +10.2% | +18.0% | -7.8% | -0.7% |
| 3Y | +67.1% | +47.0% | +20.1% | +27.7% |
| All | +137.6% | +48.6% | +89.0% | +77.3% |
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