+52.7%
AIG vs PRU
+45.5%
+7.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.5% |
| 7D | -1.6% | +1.9% | -3.5% | -2.9% |
| 30D | -5.2% | -0.4% | -4.8% | -5.0% |
| 3M | +1.5% | +16.4% | -15.0% | -9.3% |
| 6M | -3.9% | +26.0% | -30.0% | -19.1% |
| YTD | -11.6% | +9.9% | -21.5% | -18.3% |
| 1Y | -2.9% | +18.8% | -21.7% | -15.5% |
| 3Y | +33.7% | +45.3% | -11.6% | -5.9% |
| 5Y | +52.7% | +45.6% | +7.1% | +6.2% |
| All | +52.7% | +45.5% | +7.2% | +6.2% |
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 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