+8.6%
ALB vs PRU
+27.9%
-19.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.6% | -1.3% | +4.0% |
| 7D | -2.1% | +9.8% | -11.8% | -3.7% |
| 30D | -9.0% | +11.6% | -20.6% | -10.9% |
| 3M | -21.1% | +3.7% | -24.8% | -21.8% |
| 6M | -49.9% | +33.0% | -82.9% | -53.0% |
| YTD | -32.3% | +16.6% | -48.9% | -35.2% |
| 1Y | +8.6% | +26.9% | -18.3% | +2.4% |
| All | +8.6% | +27.9% | -19.3% | +2.4% |
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