+11.5%
AG vs PRU
+20.5%
-8.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.1% |
| 7D | -6.0% | 0.0% | -6.0% | -6.1% |
| 30D | -14.3% | +7.9% | -22.3% | -16.3% |
| 3M | -26.9% | +0.9% | -27.8% | -27.4% |
| 6M | -42.1% | +22.4% | -64.5% | -46.2% |
| YTD | -15.9% | +12.7% | -28.6% | -26.4% |
| 1Y | +11.5% | +19.6% | -8.1% | -6.2% |
| All | +11.5% | +20.5% | -8.9% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling