-12.9%
ALB vs PRU
+46.4%
-59.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.7% |
| 7D | +9.1% | +2.4% | +6.7% | +7.0% |
| 30D | -3.4% | +6.1% | -9.5% | -7.9% |
| 3M | -20.6% | -0.7% | -19.9% | -20.8% |
| 6M | -48.2% | +22.1% | -70.2% | -56.1% |
| YTD | -29.2% | +9.8% | -39.0% | -35.5% |
| 1Y | +10.0% | +19.4% | -9.3% | -7.2% |
| 3Y | -12.9% | +50.4% | -63.3% | -55.4% |
| All | -12.9% | +46.4% | -59.3% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling