+257.6%
ALAB vs PRU
+23.2%
+234.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | +16.3% | +3.6% | +12.7% | +15.2% |
| 30D | -26.1% | +8.9% | -35.0% | -27.9% |
| 3M | -31.3% | +0.2% | -31.5% | -31.2% |
| 6M | -1.0% | +23.7% | -24.7% | -8.7% |
| YTD | +33.3% | +13.7% | +19.6% | +25.8% |
| 1Y | +53.5% | +20.6% | +32.9% | +40.6% |
| All | +257.6% | +23.2% | +234.5% | +263.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling