+57.5%
AG vs PRU
+139.4%
-81.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.6% |
| 7D | +4.5% | +1.9% | +2.6% | +4.1% |
| 30D | +12.9% | -0.4% | +13.3% | +12.9% |
| 3M | +20.9% | +16.4% | +4.5% | +16.7% |
| 6M | -19.5% | +26.0% | -45.6% | -23.7% |
| YTD | +24.8% | +9.9% | +14.9% | +21.5% |
| 1Y | +120.2% | +18.8% | +101.5% | +110.8% |
| 3Y | +279.0% | +45.3% | +233.7% | +246.6% |
| 5Y | +67.9% | +45.6% | +22.4% | +53.0% |
| 10Y | +57.5% | +139.6% | -82.1% | +10.7% |
| All | +57.5% | +139.4% | -81.9% | +10.7% |
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