+17.5%
AJG vs PRU
+56.8%
-39.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +0.5% | +3.6% | -3.1% | -0.7% |
| 30D | +19.4% | +8.9% | +10.5% | +16.3% |
| 3M | +11.9% | +0.2% | +11.7% | +11.6% |
| 6M | +48.3% | +23.7% | +24.5% | +39.4% |
| YTD | +10.3% | +13.7% | -3.4% | +5.8% |
| 1Y | +11.5% | +20.6% | -9.1% | +5.1% |
| 3Y | +17.5% | +56.3% | -38.8% | +10.4% |
| All | +17.5% | +56.8% | -39.2% | +10.4% |
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