+64.9%
AIG vs PRU
+97.4%
-32.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | +2.0% | 0.0% | +2.1% | +2.1% |
| 30D | +6.3% | +7.9% | -1.6% | -0.2% |
| 3M | +9.2% | +0.9% | +8.3% | +7.8% |
| 6M | +9.5% | +22.4% | -12.8% | -7.4% |
| YTD | -1.6% | +12.7% | -14.3% | -12.3% |
| 1Y | +8.5% | +19.6% | -11.1% | -7.9% |
| 3Y | +38.3% | +54.0% | -15.7% | -8.1% |
| 5Y | +59.0% | +41.0% | +18.0% | +13.1% |
| All | +64.9% | +97.4% | -32.5% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling