+33.7%
AIG vs PRU
+46.6%
-12.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.8% |
| 7D | -1.6% | +1.9% | -3.5% | -2.6% |
| 30D | -5.2% | -0.4% | -4.8% | -5.0% |
| 3M | +1.5% | +16.4% | -15.0% | -6.7% |
| 6M | -3.9% | +26.0% | -30.0% | -15.5% |
| YTD | -11.6% | +9.9% | -21.5% | -16.6% |
| 1Y | -2.9% | +18.8% | -21.7% | -12.5% |
| 3Y | +33.7% | +45.4% | -11.6% | +6.7% |
| All | +33.7% | +46.6% | -12.9% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling