+24.5%
ALAB vs PRU
+27.9%
-3.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.6% | -11.0% | -2.7% |
| 7D | -24.9% | +9.8% | -34.6% | -23.0% |
| 30D | -38.4% | +11.6% | -50.0% | -36.6% |
| 3M | -38.3% | +3.7% | -42.0% | -37.1% |
| 6M | +10.9% | +33.0% | -22.0% | +15.0% |
| YTD | +34.2% | +16.6% | +17.6% | +27.6% |
| 1Y | +24.5% | +26.9% | -2.4% | +11.2% |
| All | +24.5% | +27.9% | -3.4% | +11.2% |
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 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