+249.6%
ALAB vs PRU
+21.7%
+228.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.4% | +11.4% | +13.0% |
| 7D | -5.6% | +3.2% | -8.7% | -6.2% |
| 30D | -36.6% | +7.9% | -44.5% | -38.0% |
| 3M | -35.1% | +1.8% | -36.9% | -35.4% |
| 6M | +8.5% | +24.1% | -15.6% | -0.1% |
| YTD | +30.4% | +12.4% | +18.0% | +23.5% |
| 1Y | +31.0% | +20.9% | +10.1% | +19.6% |
| All | +249.6% | +21.7% | +228.0% | +256.7% |
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