+63.5%
AIG vs PRU
+136.9%
-73.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.6% |
| 7D | -1.4% | -1.9% | +0.4% | 0.0% |
| 30D | -3.3% | -2.6% | -0.7% | -1.4% |
| 3M | +2.2% | +14.7% | -12.5% | -8.6% |
| 6M | -2.1% | +25.7% | -27.8% | -18.9% |
| YTD | -11.2% | +8.3% | -19.5% | -17.9% |
| 1Y | -2.1% | +17.3% | -19.4% | -15.3% |
| 3Y | +34.4% | +43.2% | -8.8% | -4.9% |
| 5Y | +53.7% | +43.5% | +10.2% | +8.2% |
| All | +63.5% | +136.9% | -73.4% | -24.2% |
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