+71.7%
AG vs PRU
+115.4%
-43.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +4.1% |
| 7D | +10.8% | +3.2% | +7.7% | +10.1% |
| 30D | -8.2% | +7.9% | -16.1% | -9.7% |
| 3M | -13.7% | +1.8% | -15.5% | -14.1% |
| 6M | -27.3% | +24.1% | -51.4% | -30.8% |
| YTD | -4.6% | +12.4% | -16.9% | -7.5% |
| 1Y | +39.4% | +20.9% | +18.5% | +33.0% |
| 3Y | +244.1% | +55.5% | +188.6% | +211.0% |
| 5Y | +16.8% | +42.7% | -25.9% | +6.8% |
| 10Y | +71.7% | +106.1% | -34.5% | +67.3% |
| All | +71.7% | +115.4% | -43.7% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling