+14.2%
AGG vs PRU
+56.1%
-42.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -0.1% | +3.8% | -3.8% | -0.1% |
| 30D | +1.4% | +9.0% | -7.7% | +1.2% |
| 3M | -0.7% | +2.1% | -2.8% | -0.8% |
| 6M | -1.7% | +25.4% | -27.1% | -1.9% |
| YTD | -1.1% | +13.5% | -14.6% | -1.3% |
| 1Y | -0.7% | +21.3% | -22.0% | -0.9% |
| 3Y | +14.2% | +55.1% | -41.0% | +11.6% |
| All | +14.2% | +56.1% | -42.0% | +11.6% |
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