-43.6%
ALAB vs PRU
-0.1%
-43.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -3.3% | -16.3% | -19.8% |
| 7D | -38.2% | +4.8% | -43.0% | -35.4% |
| 30D | -54.0% | +7.9% | -61.8% | -51.3% |
| 3M | -43.6% | +3.1% | -46.7% | -40.1% |
| All | -43.6% | -0.1% | -43.5% | -40.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling