+201.8%
AG vs PRU
+56.8%
+145.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.8% |
| 7D | -10.0% | +3.6% | -13.6% | -11.3% |
| 30D | -10.5% | +8.9% | -19.4% | -13.5% |
| 3M | -27.3% | +0.2% | -27.4% | -27.5% |
| 6M | -43.0% | +23.7% | -66.7% | -48.0% |
| YTD | -17.9% | +13.7% | -31.7% | -23.3% |
| 1Y | +11.9% | +20.6% | -8.7% | +1.9% |
| 3Y | +201.8% | +56.3% | +145.5% | +89.3% |
| All | +201.8% | +56.8% | +145.1% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling