+38.6%
ALB vs PRU
+99.2%
-60.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.0% |
| 7D | -5.8% | +3.6% | -9.4% | -8.0% |
| 30D | -4.5% | +8.9% | -13.4% | -10.3% |
| 3M | -28.1% | +0.2% | -28.3% | -28.7% |
| 6M | -53.2% | +23.7% | -76.9% | -60.1% |
| YTD | -33.3% | +13.7% | -47.1% | -40.4% |
| 1Y | -17.4% | +20.6% | -38.1% | -29.2% |
| 3Y | -14.1% | +56.3% | -70.5% | -38.1% |
| 5Y | -64.0% | +42.3% | -106.4% | -72.3% |
| All | +38.6% | +99.2% | -60.6% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling