+98.3%
AGG vs PRU
+600.5%
-502.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | 0.0% |
| 7D | -0.2% | +1.9% | -2.0% | -0.1% |
| 30D | -0.4% | +2.7% | -3.1% | -0.4% |
| 3M | -0.7% | +19.5% | -20.1% | -0.5% |
| 6M | -1.5% | +26.6% | -28.2% | -1.3% |
| YTD | -0.3% | +12.3% | -12.6% | -0.1% |
| 1Y | +1.3% | +18.0% | -16.7% | +1.5% |
| 3Y | +13.2% | +47.0% | -33.8% | +13.7% |
| 5Y | -1.4% | +48.4% | -49.9% | -0.9% |
| 10Y | +14.9% | +142.4% | -127.6% | +16.3% |
| All | +98.3% | +600.5% | -502.2% | +105.3% |
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