+65.7%
AG vs PRU
+99.2%
-33.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.6% |
| 7D | -10.0% | +3.6% | -13.6% | -10.7% |
| 30D | -10.5% | +8.9% | -19.4% | -12.2% |
| 3M | -27.3% | +0.2% | -27.4% | -27.3% |
| 6M | -43.0% | +23.7% | -66.7% | -45.7% |
| YTD | -17.9% | +13.7% | -31.7% | -20.7% |
| 1Y | +11.9% | +20.6% | -8.7% | +6.8% |
| 3Y | +201.8% | +56.3% | +145.5% | +171.9% |
| 5Y | -0.1% | +42.3% | -42.4% | -8.8% |
| All | +65.7% | +99.2% | -33.6% | +41.2% |
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