+96.0%
AGG vs PRU
+602.8%
-506.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.7% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +0.9% | +7.9% | -7.0% | +1.0% |
| 3M | -1.2% | +0.9% | -2.1% | -1.2% |
| 6M | -1.4% | +22.4% | -23.8% | -1.2% |
| YTD | -1.4% | +12.7% | -14.1% | -1.3% |
| 1Y | -1.3% | +19.6% | -20.8% | -1.1% |
| 3Y | +13.8% | +54.0% | -40.2% | +14.3% |
| 5Y | -1.6% | +41.0% | -42.6% | -1.1% |
| 10Y | +16.3% | +97.4% | -81.1% | +17.5% |
| All | +96.0% | +602.8% | -506.7% | +103.0% |
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