-19.1%
AJG vs PRU
+18.7%
-37.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.4% |
| 7D | -8.3% | -2.3% | -6.0% | -7.6% |
| 30D | -5.7% | -1.7% | -3.9% | -5.2% |
| 3M | +9.1% | +13.2% | -4.2% | +5.1% |
| 6M | +15.2% | +28.8% | -13.6% | +7.1% |
| YTD | -6.3% | +9.8% | -16.1% | -9.6% |
| 1Y | -19.1% | +17.4% | -36.5% | -23.7% |
| All | -19.1% | +18.7% | -37.8% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling