+67.2%
AG vs PRU
+48.6%
+18.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | +1.0% | +1.9% | -0.9% | +0.3% |
| 30D | +19.2% | +2.7% | +16.5% | +17.8% |
| 3M | +6.2% | +19.5% | -13.3% | -1.2% |
| 6M | -26.7% | +26.6% | -53.3% | -33.2% |
| YTD | +26.1% | +12.3% | +13.8% | +19.3% |
| 1Y | +131.7% | +18.0% | +113.6% | +114.8% |
| 3Y | +255.3% | +47.0% | +208.3% | +196.8% |
| All | +67.2% | +48.6% | +18.6% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling