+77.8%
AJG vs PRU
+43.4%
+34.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -8.5% | -3.8% | -4.7% | -7.2% |
| 30D | -3.8% | -2.0% | -1.7% | -3.1% |
| 3M | +10.8% | +14.0% | -3.1% | +5.8% |
| 6M | +15.6% | +27.2% | -11.6% | +6.1% |
| YTD | -5.1% | +9.1% | -14.2% | -8.4% |
| 1Y | -16.0% | +18.1% | -34.1% | -21.3% |
| 3Y | +9.7% | +44.3% | -34.5% | -7.2% |
| 5Y | +77.8% | +45.7% | +32.1% | +49.2% |
| All | +77.8% | +43.4% | +34.4% | +49.2% |
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