+61.5%
ALB vs PRU
+19.0%
+42.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.3% |
| 7D | -8.1% | +1.9% | -9.9% | -8.4% |
| 30D | +6.3% | +2.7% | +3.5% | +5.7% |
| 3M | -23.6% | +19.5% | -43.0% | -26.7% |
| 6M | -24.6% | +26.6% | -51.3% | -29.4% |
| YTD | -10.3% | +12.3% | -22.6% | -13.4% |
| 1Y | +61.5% | +18.0% | +43.4% | +45.8% |
| All | +61.5% | +19.0% | +42.5% | +45.8% |
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