-7.3%
ALB vs PRU
+22.1%
-29.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.3% | -4.4% |
| 7D | +5.3% | +3.8% | +1.5% | +4.4% |
| 30D | -6.3% | +9.0% | -15.3% | -7.7% |
| 3M | -27.4% | +2.1% | -29.5% | -27.8% |
| 6M | -53.1% | +25.4% | -78.5% | -55.2% |
| YTD | -32.3% | +13.5% | -45.8% | -35.0% |
| 1Y | -7.3% | +21.3% | -28.6% | -11.9% |
| All | -7.3% | +22.1% | -29.4% | -11.9% |
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