+57.8%
AIG vs PRU
+43.3%
+14.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.8% |
| 7D | +1.4% | -2.8% | +4.2% | +3.4% |
| 30D | +6.6% | +8.5% | -1.9% | +0.5% |
| 3M | +7.9% | +1.7% | +6.1% | +6.1% |
| 6M | +10.4% | +24.8% | -14.4% | -6.3% |
| YTD | -1.3% | +13.3% | -14.6% | -11.0% |
| 1Y | +11.5% | +21.4% | -9.9% | -4.6% |
| 3Y | +38.8% | +54.8% | -16.0% | -7.4% |
| 5Y | +57.8% | +42.4% | +15.5% | +11.8% |
| All | +57.8% | +43.3% | +14.6% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling