+96.7%
AGG vs PRU
+607.9%
-511.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -0.1% | +3.8% | -3.8% | 0.0% |
| 30D | +1.4% | +9.0% | -7.7% | +1.4% |
| 3M | -0.7% | +2.1% | -2.8% | -0.7% |
| 6M | -1.7% | +25.4% | -27.1% | -1.4% |
| YTD | -1.1% | +13.5% | -14.6% | -0.9% |
| 1Y | -0.7% | +21.3% | -22.0% | -0.5% |
| 3Y | +14.2% | +55.1% | -41.0% | +14.7% |
| 5Y | -1.4% | +43.6% | -45.0% | -0.9% |
| 10Y | +16.5% | +99.2% | -82.8% | +17.7% |
| All | +96.7% | +607.9% | -511.2% | +103.6% |
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 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