+459.5%
AJG vs PRU
+140.2%
+319.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.5% |
| 7D | -8.3% | -2.3% | -6.0% | -7.5% |
| 30D | -5.7% | -1.7% | -3.9% | -5.1% |
| 3M | +9.1% | +13.2% | -4.2% | +4.1% |
| 6M | +15.2% | +28.8% | -13.6% | +4.6% |
| YTD | -6.3% | +9.8% | -16.1% | -10.0% |
| 1Y | -19.1% | +17.4% | -36.5% | -24.3% |
| 3Y | +8.2% | +44.9% | -36.7% | -8.5% |
| 5Y | +75.6% | +46.6% | +29.0% | +45.5% |
| All | +459.5% | +140.2% | +319.3% | +237.6% |
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