+207.4%
ALAB vs PRU
+18.9%
+188.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +7.0% |
| 7D | -26.3% | +2.4% | -28.7% | -26.6% |
| 30D | -50.1% | +6.1% | -56.2% | -51.0% |
| 3M | -42.5% | -0.7% | -41.7% | -42.3% |
| 6M | -10.8% | +22.1% | -32.9% | -17.7% |
| YTD | +14.6% | +9.8% | +4.9% | +9.3% |
| 1Y | +17.1% | +19.4% | -2.2% | +7.0% |
| All | +207.4% | +18.9% | +188.6% | +215.7% |
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 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