+294.5%
AG vs PRU
+206.1%
+88.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.4% |
| 7D | +6.3% | +2.4% | +3.9% | +5.8% |
| 30D | -8.9% | +6.1% | -15.1% | -10.2% |
| 3M | -12.2% | -0.7% | -11.5% | -12.1% |
| 6M | -28.3% | +22.1% | -50.4% | -31.7% |
| YTD | -8.8% | +9.8% | -18.6% | -11.2% |
| 1Y | +39.4% | +19.4% | +20.0% | +33.1% |
| 3Y | +229.4% | +50.4% | +179.1% | +196.4% |
| 5Y | +14.5% | +37.2% | -22.6% | +4.4% |
| 10Y | +82.7% | +119.5% | -36.8% | +38.3% |
| All | +294.5% | +206.1% | +88.4% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling