+24.8%
ALAB vs PRU
+20.8%
+4.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.4% | +11.4% | +13.9% |
| 7D | -5.6% | +3.2% | -8.7% | -4.5% |
| 30D | -36.6% | +7.9% | -44.5% | -35.3% |
| 3M | -35.1% | +1.8% | -36.9% | -34.1% |
| 6M | +8.5% | +24.1% | -15.6% | +11.5% |
| YTD | +30.4% | +12.4% | +18.0% | +22.7% |
| All | +24.8% | +20.8% | +4.0% | +11.3% |
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 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