+267.2%
ALAB vs PRU
+22.0%
+245.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.2% |
| 7D | +26.9% | 0.0% | +27.0% | +26.9% |
| 30D | -30.0% | +7.9% | -37.9% | -31.5% |
| 3M | -28.5% | +0.9% | -29.4% | -28.6% |
| 6M | +11.4% | +22.4% | -10.9% | +3.2% |
| YTD | +36.9% | +12.7% | +24.2% | +29.6% |
| 1Y | +44.4% | +19.6% | +24.8% | +32.5% |
| All | +267.2% | +22.0% | +245.2% | +274.3% |
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